NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 78.32 77.36 -0.96 -1.2% 74.78
High 78.85 78.51 -0.34 -0.4% 78.85
Low 76.59 76.70 0.11 0.1% 73.05
Close 78.32 77.36 -0.96 -1.2% 77.36
Range 2.26 1.81 -0.45 -19.9% 5.80
ATR 2.51 2.46 -0.05 -2.0% 0.00
Volume 24,703 19,093 -5,610 -22.7% 117,081
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 82.95 81.97 78.36
R3 81.14 80.16 77.86
R2 79.33 79.33 77.69
R1 78.35 78.35 77.53 78.27
PP 77.52 77.52 77.52 77.48
S1 76.54 76.54 77.19 76.46
S2 75.71 75.71 77.03
S3 73.90 74.73 76.86
S4 72.09 72.92 76.36
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 93.82 91.39 80.55
R3 88.02 85.59 78.96
R2 82.22 82.22 78.42
R1 79.79 79.79 77.89 81.01
PP 76.42 76.42 76.42 77.03
S1 73.99 73.99 76.83 75.21
S2 70.62 70.62 76.30
S3 64.82 68.19 75.77
S4 59.02 62.39 74.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.85 73.05 5.80 7.5% 2.03 2.6% 74% False False 23,416
10 78.85 73.05 5.80 7.5% 2.51 3.2% 74% False False 21,526
20 83.31 70.35 12.96 16.8% 2.62 3.4% 54% False False 20,356
40 92.75 70.35 22.40 29.0% 2.35 3.0% 31% False False 18,272
60 92.75 70.35 22.40 29.0% 1.96 2.5% 31% False False 15,542
80 92.75 70.35 22.40 29.0% 1.83 2.4% 31% False False 12,792
100 92.75 70.35 22.40 29.0% 1.72 2.2% 31% False False 10,945
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.20
2.618 83.25
1.618 81.44
1.000 80.32
0.618 79.63
HIGH 78.51
0.618 77.82
0.500 77.61
0.382 77.39
LOW 76.70
0.618 75.58
1.000 74.89
1.618 73.77
2.618 71.96
4.250 69.01
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 77.61 77.18
PP 77.52 76.99
S1 77.44 76.81

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These figures are updated between 7pm and 10pm EST after a trading day.

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