NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 10-Jun-2010
Day Change Summary
Previous Current
09-Jun-2010 10-Jun-2010 Change Change % Previous Week
Open 76.38 77.90 1.52 2.0% 78.20
High 78.46 80.03 1.57 2.0% 80.18
Low 75.89 77.73 1.84 2.4% 75.66
Close 78.21 79.55 1.34 1.7% 76.17
Range 2.57 2.30 -0.27 -10.5% 4.52
ATR 2.62 2.60 -0.02 -0.9% 0.00
Volume 52,048 51,881 -167 -0.3% 205,672
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 86.00 85.08 80.82
R3 83.70 82.78 80.18
R2 81.40 81.40 79.97
R1 80.48 80.48 79.76 80.94
PP 79.10 79.10 79.10 79.34
S1 78.18 78.18 79.34 78.64
S2 76.80 76.80 79.13
S3 74.50 75.88 78.92
S4 72.20 73.58 78.29
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 7.2% 2.66 3.3% 89% False False 55,760
10 80.18 74.48 5.70 7.2% 2.80 3.5% 89% False False 52,178
20 86.52 71.50 15.02 18.9% 2.75 3.5% 54% False False 56,340
40 93.55 71.50 22.05 27.7% 2.46 3.1% 37% False False 56,330
60 93.55 71.50 22.05 27.7% 2.13 2.7% 37% False False 51,555
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.81
2.618 86.05
1.618 83.75
1.000 82.33
0.618 81.45
HIGH 80.03
0.618 79.15
0.500 78.88
0.382 78.61
LOW 77.73
0.618 76.31
1.000 75.43
1.618 74.01
2.618 71.71
4.250 67.96
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 79.33 78.92
PP 79.10 78.29
S1 78.88 77.67

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

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