NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 80.79 81.50 0.71 0.9% 75.39
High 81.77 82.12 0.35 0.4% 80.03
Low 79.99 80.86 0.87 1.1% 74.48
Close 81.40 81.25 -0.15 -0.2% 78.64
Range 1.78 1.26 -0.52 -29.2% 5.55
ATR 2.43 2.35 -0.08 -3.4% 0.00
Volume 34,350 49,249 14,899 43.4% 255,977
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 85.19 84.48 81.94
R3 83.93 83.22 81.60
R2 82.67 82.67 81.48
R1 81.96 81.96 81.37 81.69
PP 81.41 81.41 81.41 81.27
S1 80.70 80.70 81.13 80.43
S2 80.15 80.15 81.02
S3 78.89 79.44 80.90
S4 77.63 78.18 80.56
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 82.12 77.98 4.14 5.1% 1.82 2.2% 79% True False 39,551
10 82.12 74.48 7.64 9.4% 2.24 2.8% 89% True False 47,655
20 82.12 71.50 10.62 13.1% 2.48 3.1% 92% True False 52,358
40 93.55 71.50 22.05 27.1% 2.48 3.1% 44% False False 54,495
60 93.55 71.50 22.05 27.1% 2.15 2.6% 44% False False 52,198
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 87.48
2.618 85.42
1.618 84.16
1.000 83.38
0.618 82.90
HIGH 82.12
0.618 81.64
0.500 81.49
0.382 81.34
LOW 80.86
0.618 80.08
1.000 79.60
1.618 78.82
2.618 77.56
4.250 75.51
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 81.49 80.94
PP 81.41 80.63
S1 81.33 80.32

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

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