NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 75.45 77.65 2.20 2.9% 77.74
High 75.94 77.85 1.91 2.5% 79.20
Low 74.66 75.44 0.78 1.0% 74.90
Close 75.53 77.65 2.12 2.8% 75.43
Range 1.28 2.41 1.13 88.3% 4.30
ATR 2.36 2.36 0.00 0.2% 0.00
Volume 11,804 15,792 3,988 33.8% 48,860
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 84.21 83.34 78.98
R3 81.80 80.93 78.31
R2 79.39 79.39 78.09
R1 78.52 78.52 77.87 78.86
PP 76.98 76.98 76.98 77.15
S1 76.11 76.11 77.43 76.45
S2 74.57 74.57 77.21
S3 72.16 73.70 76.99
S4 69.75 71.29 76.32
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 6.4% 2.32 3.0% 69% False False 13,208
10 79.20 72.61 6.59 8.5% 2.50 3.2% 76% False False 12,542
20 85.75 70.96 14.79 19.0% 2.43 3.1% 45% False False 12,728
40 93.14 70.96 22.18 28.6% 2.10 2.7% 30% False False 12,604
60 93.14 70.96 22.18 28.6% 1.76 2.3% 30% False False 10,428
80 93.14 70.96 22.18 28.6% 1.60 2.1% 30% False False 8,855
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.09
2.618 84.16
1.618 81.75
1.000 80.26
0.618 79.34
HIGH 77.85
0.618 76.93
0.500 76.65
0.382 76.36
LOW 75.44
0.618 73.95
1.000 73.03
1.618 71.54
2.618 69.13
4.250 65.20
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 77.32 77.11
PP 76.98 76.58
S1 76.65 76.04

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

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