NYMEX Light Sweet Crude Oil Future November 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 74.67 75.45 0.78 1.0% 77.74
High 76.10 75.94 -0.16 -0.2% 79.20
Low 74.23 74.66 0.43 0.6% 74.90
Close 75.60 75.53 -0.07 -0.1% 75.43
Range 1.87 1.28 -0.59 -31.6% 4.30
ATR 2.44 2.36 -0.08 -3.4% 0.00
Volume 10,966 11,804 838 7.6% 48,860
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 79.22 78.65 76.23
R3 77.94 77.37 75.88
R2 76.66 76.66 75.76
R1 76.09 76.09 75.65 76.38
PP 75.38 75.38 75.38 75.52
S1 74.81 74.81 75.41 75.10
S2 74.10 74.10 75.30
S3 72.82 73.53 75.18
S4 71.54 72.25 74.83
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.41 86.72 77.80
R3 85.11 82.42 76.61
R2 80.81 80.81 76.22
R1 78.12 78.12 75.82 77.32
PP 76.51 76.51 76.51 76.11
S1 73.82 73.82 75.04 73.02
S2 72.21 72.21 74.64
S3 67.91 69.52 74.25
S4 63.61 65.22 73.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.20 74.23 4.97 6.6% 2.30 3.0% 26% False False 12,055
10 79.20 70.96 8.24 10.9% 2.51 3.3% 55% False False 11,861
20 85.75 70.96 14.79 19.6% 2.39 3.2% 31% False False 12,439
40 93.14 70.96 22.18 29.4% 2.06 2.7% 21% False False 12,571
60 93.14 70.96 22.18 29.4% 1.74 2.3% 21% False False 10,246
80 93.14 70.96 22.18 29.4% 1.57 2.1% 21% False False 8,691
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 0.48
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 81.38
2.618 79.29
1.618 78.01
1.000 77.22
0.618 76.73
HIGH 75.94
0.618 75.45
0.500 75.30
0.382 75.15
LOW 74.66
0.618 73.87
1.000 73.38
1.618 72.59
2.618 71.31
4.250 69.22
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 75.45 76.72
PP 75.38 76.32
S1 75.30 75.93

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

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