NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 08-Jun-2010

Day Change Summary
	Previous	Current
	07-Jun-2010	08-Jun-2010	Change	Change %	Previous Week
Open	70.35	71.16	0.81	1.2%	73.97
High	72.49	72.60	0.11	0.2%	75.42
Low	69.51	70.75	1.24	1.8%	70.73
Close	71.44	71.99	0.55	0.8%	71.51
Range	2.98	1.85	-1.13	-37.9%	4.69
ATR	2.89	2.82	-0.07	-2.6%	0.00
Volume	448,494	417,308	-31,186	-7.0%	1,689,727

Daily Pivots for day following 08-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	77.33	76.51	73.01
R3	75.48	74.66	72.50
R2	73.63	73.63	72.33
R1	72.81	72.81	72.16	73.22
PP	71.78	71.78	71.78	71.99
S1	70.96	70.96	71.82	71.37
S2	69.93	69.93	71.65
S3	68.08	69.11	71.48
S4	66.23	67.26	70.97

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.62	83.76	74.09
R3	81.93	79.07	72.80
R2	77.24	77.24	72.37
R1	74.38	74.38	71.94	73.47
PP	72.55	72.55	72.55	72.10
S1	69.69	69.69	71.08	68.78
S2	67.86	67.86	70.65
S3	63.17	65.00	70.22
S4	58.48	60.31	68.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.42	69.51	5.91	8.2%	2.88	4.0%	42%	False	False	426,971
10	75.72	67.15	8.57	11.9%	3.01	4.2%	56%	False	False	403,807
20	81.24	67.15	14.09	19.6%	2.82	3.9%	34%	False	False	376,075
40	89.77	67.15	22.62	31.4%	2.58	3.6%	21%	False	False	266,317
60	89.77	67.15	22.62	31.4%	2.27	3.2%	21%	False	False	190,598
80	89.77	67.15	22.62	31.4%	2.18	3.0%	21%	False	False	146,718
100	89.77	67.15	22.62	31.4%	2.16	3.0%	21%	False	False	119,216
120	89.77	67.15	22.62	31.4%	2.05	2.8%	21%	False	False	100,012

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.68
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	80.46
2.618	77.44
1.618	75.59
1.000	74.45
0.618	73.74
HIGH	72.60
0.618	71.89
0.500	71.68
0.382	71.46
LOW	70.75
0.618	69.61
1.000	68.90
1.618	67.76
2.618	65.91
4.250	62.89

Fisher Pivots for day following 08-Jun-2010
Pivot	1 day	3 day
R1	71.89	72.47
PP	71.78	72.31
S1	71.68	72.15

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols