NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 80.04 80.29 0.25 0.3% 74.67
High 80.12 81.20 1.08 1.3% 79.43
Low 78.04 79.51 1.47 1.9% 74.23
Close 80.04 80.89 0.85 1.1% 78.05
Range 2.08 1.69 -0.39 -18.8% 5.20
ATR 2.27 2.23 -0.04 -1.8% 0.00
Volume 12,350 10,888 -1,462 -11.8% 65,077
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 85.60 84.94 81.82
R3 83.91 83.25 81.35
R2 82.22 82.22 81.20
R1 81.56 81.56 81.04 81.89
PP 80.53 80.53 80.53 80.70
S1 79.87 79.87 80.74 80.20
S2 78.84 78.84 80.58
S3 77.15 78.18 80.43
S4 75.46 76.49 79.96
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 92.84 90.64 80.91
R3 87.64 85.44 79.48
R2 82.44 82.44 79.00
R1 80.24 80.24 78.53 81.34
PP 77.24 77.24 77.24 77.79
S1 75.04 75.04 77.57 76.14
S2 72.04 72.04 77.10
S3 66.84 69.84 76.62
S4 61.64 64.64 75.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.20 77.20 4.00 4.9% 1.94 2.4% 92% True False 12,989
10 81.20 74.23 6.97 8.6% 2.13 2.6% 96% True False 13,098
20 81.20 70.96 10.24 12.7% 2.31 2.9% 97% True False 12,718
40 93.14 70.96 22.18 27.4% 2.19 2.7% 45% False False 12,775
60 93.14 70.96 22.18 27.4% 1.81 2.2% 45% False False 11,186
80 93.14 70.96 22.18 27.4% 1.68 2.1% 45% False False 9,415
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Bull Hook False
Stretch 0.40
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 88.38
2.618 85.62
1.618 83.93
1.000 82.89
0.618 82.24
HIGH 81.20
0.618 80.55
0.500 80.36
0.382 80.16
LOW 79.51
0.618 78.47
1.000 77.82
1.618 76.78
2.618 75.09
4.250 72.33
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 80.71 80.42
PP 80.53 79.96
S1 80.36 79.49

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

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