NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 78.76 78.58 -0.18 -0.2% 75.39
High 80.27 80.68 0.41 0.5% 80.03
Low 78.33 78.51 0.18 0.2% 74.48
Close 79.16 80.56 1.40 1.8% 78.64
Range 1.94 2.17 0.23 11.9% 5.55
ATR 2.51 2.49 -0.02 -1.0% 0.00
Volume 38,739 32,523 -6,216 -16.0% 255,977
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 86.43 85.66 81.75
R3 84.26 83.49 81.16
R2 82.09 82.09 80.96
R1 81.32 81.32 80.76 81.71
PP 79.92 79.92 79.92 80.11
S1 79.15 79.15 80.36 79.54
S2 77.75 77.75 80.16
S3 75.58 76.98 79.96
S4 73.41 74.81 79.37
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 80.68 75.89 4.79 5.9% 2.18 2.7% 97% True False 43,617
10 80.68 74.48 6.20 7.7% 2.38 3.0% 98% True False 49,190
20 80.68 71.50 9.18 11.4% 2.57 3.2% 99% True False 54,235
40 93.55 71.50 22.05 27.4% 2.47 3.1% 41% False False 54,546
60 93.55 71.50 22.05 27.4% 2.16 2.7% 41% False False 51,700
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 0.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.90
2.618 86.36
1.618 84.19
1.000 82.85
0.618 82.02
HIGH 80.68
0.618 79.85
0.500 79.60
0.382 79.34
LOW 78.51
0.618 77.17
1.000 76.34
1.618 75.00
2.618 72.83
4.250 69.29
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 80.24 80.15
PP 79.92 79.74
S1 79.60 79.33

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

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