NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 79.66 78.76 -0.90 -1.1% 75.39
High 79.92 80.27 0.35 0.4% 80.03
Low 77.98 78.33 0.35 0.4% 74.48
Close 78.64 79.16 0.52 0.7% 78.64
Range 1.94 1.94 0.00 0.0% 5.55
ATR 2.55 2.51 -0.04 -1.7% 0.00
Volume 42,894 38,739 -4,155 -9.7% 255,977
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 85.07 84.06 80.23
R3 83.13 82.12 79.69
R2 81.19 81.19 79.52
R1 80.18 80.18 79.34 80.69
PP 79.25 79.25 79.25 79.51
S1 78.24 78.24 78.98 78.75
S2 77.31 77.31 78.80
S3 75.37 76.30 78.63
S4 73.43 74.36 78.09
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 94.37 92.05 81.69
R3 88.82 86.50 80.17
R2 83.27 83.27 79.66
R1 80.95 80.95 79.15 82.11
PP 77.72 77.72 77.72 78.30
S1 75.40 75.40 78.13 76.56
S2 72.17 72.17 77.62
S3 66.62 69.85 77.11
S4 61.07 64.30 75.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.27 75.30 4.97 6.3% 2.04 2.6% 78% True False 46,440
10 80.27 74.48 5.79 7.3% 2.53 3.2% 81% True False 50,038
20 81.50 71.50 10.00 12.6% 2.64 3.3% 77% False False 55,509
40 93.55 71.50 22.05 27.9% 2.48 3.1% 35% False False 55,377
60 93.55 71.50 22.05 27.9% 2.16 2.7% 35% False False 51,769
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Fibonacci Retracements and Extensions
4.250 88.52
2.618 85.35
1.618 83.41
1.000 82.21
0.618 81.47
HIGH 80.27
0.618 79.53
0.500 79.30
0.382 79.07
LOW 78.33
0.618 77.13
1.000 76.39
1.618 75.19
2.618 73.25
4.250 70.09
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 79.30 79.11
PP 79.25 79.05
S1 79.21 79.00

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

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