NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 10-Jun-2010
Day Change Summary
Previous Current
09-Jun-2010 10-Jun-2010 Change Change % Previous Week
Open 77.65 77.45 -0.20 -0.3% 77.74
High 77.85 79.43 1.58 2.0% 79.20
Low 75.44 77.20 1.76 2.3% 74.90
Close 77.65 78.97 1.32 1.7% 75.43
Range 2.41 2.23 -0.18 -7.5% 4.30
ATR 2.36 2.35 -0.01 -0.4% 0.00
Volume 15,792 16,035 243 1.5% 48,860
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 85.22 84.33 80.20
R3 82.99 82.10 79.58
R2 80.76 80.76 79.38
R1 79.87 79.87 79.17 80.32
PP 78.53 78.53 78.53 78.76
S1 77.64 77.64 78.77 78.09
S2 76.30 76.30 78.56
S3 74.07 75.41 78.36
S4 71.84 73.18 77.74
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 79.43 74.23 5.20 6.6% 2.42 3.1% 91% True False 14,042
10 79.43 73.94 5.49 7.0% 2.50 3.2% 92% True False 12,719
20 85.75 70.96 14.79 18.7% 2.50 3.2% 54% False False 12,951
40 93.14 70.96 22.18 28.1% 2.12 2.7% 36% False False 12,501
60 93.14 70.96 22.18 28.1% 1.79 2.3% 36% False False 10,663
80 93.14 70.96 22.18 28.1% 1.62 2.1% 36% False False 9,026
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.91
2.618 85.27
1.618 83.04
1.000 81.66
0.618 80.81
HIGH 79.43
0.618 78.58
0.500 78.32
0.382 78.05
LOW 77.20
0.618 75.82
1.000 74.97
1.618 73.59
2.618 71.36
4.250 67.72
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 78.75 78.33
PP 78.53 77.69
S1 78.32 77.05

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

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