NYMEX Light Sweet Crude Oil Future December 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 75.86 76.38 0.52 0.7% 78.20
High 76.74 78.46 1.72 2.2% 80.18
Low 75.30 75.89 0.59 0.8% 75.66
Close 76.22 78.21 1.99 2.6% 76.17
Range 1.44 2.57 1.13 78.5% 4.52
ATR 2.63 2.62 0.00 -0.2% 0.00
Volume 46,641 52,048 5,407 11.6% 205,672
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 85.23 84.29 79.62
R3 82.66 81.72 78.92
R2 80.09 80.09 78.68
R1 79.15 79.15 78.45 79.62
PP 77.52 77.52 77.52 77.76
S1 76.58 76.58 77.97 77.05
S2 74.95 74.95 77.74
S3 72.38 74.01 77.50
S4 69.81 71.44 76.80
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 7.3% 2.55 3.3% 65% False False 56,450
10 80.18 73.17 7.01 9.0% 2.79 3.6% 72% False False 53,647
20 86.52 71.50 15.02 19.2% 2.71 3.5% 45% False False 56,323
40 93.55 71.50 22.05 28.2% 2.44 3.1% 30% False False 57,221
60 93.55 71.50 22.05 28.2% 2.13 2.7% 30% False False 51,093
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 0.69
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.38
2.618 85.19
1.618 82.62
1.000 81.03
0.618 80.05
HIGH 78.46
0.618 77.48
0.500 77.18
0.382 76.87
LOW 75.89
0.618 74.30
1.000 73.32
1.618 71.73
2.618 69.16
4.250 64.97
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 77.87 77.63
PP 77.52 77.05
S1 77.18 76.47

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

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