NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 78.62 74.67 -3.95 -5.0% 77.74
High 79.20 76.10 -3.10 -3.9% 79.20
Low 74.90 74.23 -0.67 -0.9% 74.90
Close 75.43 75.60 0.17 0.2% 75.43
Range 4.30 1.87 -2.43 -56.5% 4.30
ATR 2.48 2.44 -0.04 -1.8% 0.00
Volume 15,613 10,966 -4,647 -29.8% 48,860
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 80.92 80.13 76.63
R3 79.05 78.26 76.11
R2 77.18 77.18 75.94
R1 76.39 76.39 75.77 76.79
PP 75.31 75.31 75.31 75.51
S1 74.52 74.52 75.43 74.92
S2 73.44 73.44 75.26
S3 71.57 72.65 75.09
S4 69.70 70.78 74.57
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.41 86.72 77.80
R3 85.11 82.42 76.61
R2 80.81 80.81 76.22
R1 78.12 78.12 75.82 77.32
PP 76.51 76.51 76.51 76.11
S1 73.82 73.82 75.04 73.02
S2 72.21 72.21 74.64
S3 67.91 69.52 74.25
S4 63.61 65.22 73.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.20 74.23 4.97 6.6% 2.66 3.5% 28% False True 11,965
10 79.20 70.96 8.24 10.9% 2.51 3.3% 56% False False 12,127
20 85.75 70.96 14.79 19.6% 2.44 3.2% 31% False False 12,753
40 93.14 70.96 22.18 29.3% 2.05 2.7% 21% False False 12,611
60 93.14 70.96 22.18 29.3% 1.74 2.3% 21% False False 10,113
80 93.14 70.96 22.18 29.3% 1.57 2.1% 21% False False 8,593
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.05
2.618 81.00
1.618 79.13
1.000 77.97
0.618 77.26
HIGH 76.10
0.618 75.39
0.500 75.17
0.382 74.94
LOW 74.23
0.618 73.07
1.000 72.36
1.618 71.20
2.618 69.33
4.250 66.28
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 75.46 76.72
PP 75.31 76.34
S1 75.17 75.97

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

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