NYMEX Light Sweet Crude Oil Future November 2010

Trading Metrics calculated at close of trading on 11-Jun-2010

Day Change Summary
	Previous	Current
	10-Jun-2010	11-Jun-2010	Change	Change %	Previous Week
Open	77.45	78.05	0.60	0.8%	74.67
High	79.43	79.19	-0.24	-0.3%	79.43
Low	77.20	77.40	0.20	0.3%	74.23
Close	78.97	78.05	-0.92	-1.2%	78.05
Range	2.23	1.79	-0.44	-19.7%	5.20
ATR	2.35	2.31	-0.04	-1.7%	0.00
Volume	16,035	10,480	-5,555	-34.6%	65,077

Daily Pivots for day following 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.58	82.61	79.03
R3	81.79	80.82	78.54
R2	80.00	80.00	78.38
R1	79.03	79.03	78.21	78.95
PP	78.21	78.21	78.21	78.17
S1	77.24	77.24	77.89	77.16
S2	76.42	76.42	77.72
S3	74.63	75.45	77.56
S4	72.84	73.66	77.07

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.84	90.64	80.91
R3	87.64	85.44	79.48
R2	82.44	82.44	79.00
R1	80.24	80.24	78.53	81.34
PP	77.24	77.24	77.24	77.79
S1	75.04	75.04	77.57	76.14
S2	72.04	72.04	77.10
S3	66.84	69.84	76.62
S4	61.64	64.64	75.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.43	74.23	5.20	6.7%	1.92	2.5%	73%	False	False	13,015
10	79.43	74.23	5.20	6.7%	2.29	2.9%	73%	False	False	12,477
20	83.87	70.96	12.91	16.5%	2.50	3.2%	55%	False	False	12,787
40	93.14	70.96	22.18	28.4%	2.14	2.7%	32%	False	False	12,444
60	93.14	70.96	22.18	28.4%	1.80	2.3%	32%	False	False	10,736
80	93.14	70.96	22.18	28.4%	1.64	2.1%	32%	False	False	9,128

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	86.80
2.618	83.88
1.618	82.09
1.000	80.98
0.618	80.30
HIGH	79.19
0.618	78.51
0.500	78.30
0.382	78.08
LOW	77.40
0.618	76.29
1.000	75.61
1.618	74.50
2.618	72.71
4.250	69.79

Fisher Pivots for day following 11-Jun-2010
Pivot	1 day	3 day
R1	78.30	77.85
PP	78.21	77.64
S1	78.13	77.44

Download as Excel Spreadsheet

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

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