NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 77.36 77.93 0.57 0.7% 74.78
High 78.51 79.03 0.52 0.7% 78.85
Low 76.70 77.09 0.39 0.5% 73.05
Close 77.36 77.93 0.57 0.7% 77.36
Range 1.81 1.94 0.13 7.2% 5.80
ATR 2.46 2.42 -0.04 -1.5% 0.00
Volume 19,093 23,625 4,532 23.7% 117,081
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 83.84 82.82 79.00
R3 81.90 80.88 78.46
R2 79.96 79.96 78.29
R1 78.94 78.94 78.11 78.90
PP 78.02 78.02 78.02 78.00
S1 77.00 77.00 77.75 76.96
S2 76.08 76.08 77.57
S3 74.14 75.06 77.40
S4 72.20 73.12 76.86
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 93.82 91.39 80.55
R3 88.02 85.59 78.96
R2 82.22 82.22 78.42
R1 79.79 79.79 77.89 81.01
PP 76.42 76.42 76.42 77.03
S1 73.99 73.99 76.83 75.21
S2 70.62 70.62 76.30
S3 64.82 68.19 75.77
S4 59.02 62.39 74.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.03 73.93 5.10 6.5% 1.96 2.5% 78% True False 23,670
10 79.03 73.05 5.98 7.7% 2.46 3.2% 82% True False 22,180
20 80.03 70.35 9.68 12.4% 2.53 3.2% 78% False False 20,473
40 92.75 70.35 22.40 28.7% 2.35 3.0% 34% False False 18,555
60 92.75 70.35 22.40 28.7% 1.99 2.6% 34% False False 15,837
80 92.75 70.35 22.40 28.7% 1.83 2.3% 34% False False 13,038
100 92.75 70.35 22.40 28.7% 1.72 2.2% 34% False False 11,153
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.28
2.618 84.11
1.618 82.17
1.000 80.97
0.618 80.23
HIGH 79.03
0.618 78.29
0.500 78.06
0.382 77.83
LOW 77.09
0.618 75.89
1.000 75.15
1.618 73.95
2.618 72.01
4.250 68.85
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 78.06 77.89
PP 78.02 77.85
S1 77.97 77.81

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

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