NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 75.39 75.86 0.47 0.6% 78.20
High 76.93 76.74 -0.19 -0.2% 80.18
Low 74.48 75.30 0.82 1.1% 75.66
Close 76.35 76.22 -0.13 -0.2% 76.17
Range 2.45 1.44 -1.01 -41.2% 4.52
ATR 2.72 2.63 -0.09 -3.4% 0.00
Volume 62,513 46,641 -15,872 -25.4% 205,672
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 80.41 79.75 77.01
R3 78.97 78.31 76.62
R2 77.53 77.53 76.48
R1 76.87 76.87 76.35 77.20
PP 76.09 76.09 76.09 76.25
S1 75.43 75.43 76.09 75.76
S2 74.65 74.65 75.96
S3 73.21 73.99 75.82
S4 71.77 72.55 75.43
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 90.90 88.05 78.66
R3 86.38 83.53 77.41
R2 81.86 81.86 77.00
R1 79.01 79.01 76.58 78.18
PP 77.34 77.34 77.34 76.92
S1 74.49 74.49 75.76 73.66
S2 72.82 72.82 75.34
S3 68.30 69.97 74.93
S4 63.78 65.45 73.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.18 74.48 5.70 7.5% 2.57 3.4% 31% False False 54,764
10 80.18 71.50 8.68 11.4% 2.80 3.7% 54% False False 51,651
20 86.52 71.50 15.02 19.7% 2.68 3.5% 31% False False 55,865
40 93.55 71.50 22.05 28.9% 2.41 3.2% 21% False False 57,568
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 82.86
2.618 80.51
1.618 79.07
1.000 78.18
0.618 77.63
HIGH 76.74
0.618 76.19
0.500 76.02
0.382 75.85
LOW 75.30
0.618 74.41
1.000 73.86
1.618 72.97
2.618 71.53
4.250 69.18
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 76.15 77.33
PP 76.09 76.96
S1 76.02 76.59

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

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