NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 80.29 80.70 0.41 0.5% 74.67
High 81.20 81.50 0.30 0.4% 79.43
Low 79.51 80.39 0.88 1.1% 74.23
Close 80.89 80.70 -0.19 -0.2% 78.05
Range 1.69 1.11 -0.58 -34.3% 5.20
ATR 2.23 2.15 -0.08 -3.6% 0.00
Volume 10,888 13,151 2,263 20.8% 65,077
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 84.19 83.56 81.31
R3 83.08 82.45 81.01
R2 81.97 81.97 80.90
R1 81.34 81.34 80.80 81.26
PP 80.86 80.86 80.86 80.82
S1 80.23 80.23 80.60 80.15
S2 79.75 79.75 80.50
S3 78.64 79.12 80.39
S4 77.53 78.01 80.09
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 81.50 77.40 4.10 5.1% 1.72 2.1% 80% True False 12,412
10 81.50 74.23 7.27 9.0% 2.07 2.6% 89% True False 13,227
20 81.50 70.96 10.54 13.1% 2.27 2.8% 92% True False 12,812
40 93.14 70.96 22.18 27.5% 2.19 2.7% 44% False False 12,897
60 93.14 70.96 22.18 27.5% 1.81 2.2% 44% False False 11,363
80 93.14 70.96 22.18 27.5% 1.67 2.1% 44% False False 9,526
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.42
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 86.22
2.618 84.41
1.618 83.30
1.000 82.61
0.618 82.19
HIGH 81.50
0.618 81.08
0.500 80.95
0.382 80.81
LOW 80.39
0.618 79.70
1.000 79.28
1.618 78.59
2.618 77.48
4.250 75.67
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 80.95 80.39
PP 80.86 80.08
S1 80.78 79.77

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

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