NYMEX Light Sweet Crude Oil Future October 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 74.78 74.25 -0.53 -0.7% 77.23
High 75.37 75.22 -0.15 -0.2% 78.54
Low 73.05 73.93 0.88 1.2% 74.07
Close 74.78 74.78 0.00 0.0% 74.64
Range 2.32 1.29 -1.03 -44.4% 4.47
ATR 2.63 2.53 -0.10 -3.6% 0.00
Volume 22,354 20,520 -1,834 -8.2% 81,103
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 78.51 77.94 75.49
R3 77.22 76.65 75.13
R2 75.93 75.93 75.02
R1 75.36 75.36 74.90 75.65
PP 74.64 74.64 74.64 74.79
S1 74.07 74.07 74.66 74.36
S2 73.35 73.35 74.54
S3 72.06 72.78 74.43
S4 70.77 71.49 74.07
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.16 86.37 77.10
R3 84.69 81.90 75.87
R2 80.22 80.22 75.46
R1 77.43 77.43 75.05 76.59
PP 75.75 75.75 75.75 75.33
S1 72.96 72.96 74.23 72.12
S2 71.28 71.28 73.82
S3 66.81 68.49 73.41
S4 62.34 64.02 72.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.54 73.05 5.49 7.3% 2.48 3.3% 32% False False 21,792
10 78.54 70.35 8.19 11.0% 2.69 3.6% 54% False False 19,227
20 85.35 70.35 15.00 20.1% 2.56 3.4% 30% False False 19,173
40 92.75 70.35 22.40 30.0% 2.27 3.0% 20% False False 18,062
60 92.75 70.35 22.40 30.0% 1.91 2.5% 20% False False 14,546
80 92.75 70.35 22.40 30.0% 1.80 2.4% 20% False False 11,966
100 92.75 70.35 22.40 30.0% 1.68 2.3% 20% False False 10,259
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 80.70
2.618 78.60
1.618 77.31
1.000 76.51
0.618 76.02
HIGH 75.22
0.618 74.73
0.500 74.58
0.382 74.42
LOW 73.93
0.618 73.13
1.000 72.64
1.618 71.84
2.618 70.55
4.250 68.45
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 74.71 75.80
PP 74.64 75.46
S1 74.58 75.12

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

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