NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 79.33 75.39 -3.94 -5.0% 78.20
High 80.18 76.93 -3.25 -4.1% 80.18
Low 75.66 74.48 -1.18 -1.6% 75.66
Close 76.17 76.35 0.18 0.2% 76.17
Range 4.52 2.45 -2.07 -45.8% 4.52
ATR 2.74 2.72 -0.02 -0.8% 0.00
Volume 65,717 62,513 -3,204 -4.9% 205,672
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 83.27 82.26 77.70
R3 80.82 79.81 77.02
R2 78.37 78.37 76.80
R1 77.36 77.36 76.57 77.87
PP 75.92 75.92 75.92 76.17
S1 74.91 74.91 76.13 75.42
S2 73.47 73.47 75.90
S3 71.02 72.46 75.68
S4 68.57 70.01 75.00
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 90.90 88.05 78.66
R3 86.38 83.53 77.41
R2 81.86 81.86 77.00
R1 79.01 79.01 76.58 78.18
PP 77.34 77.34 77.34 76.92
S1 74.49 74.49 75.76 73.66
S2 72.82 72.82 75.34
S3 68.30 69.97 74.93
S4 63.78 65.45 73.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.18 74.48 5.70 7.5% 3.02 4.0% 33% False True 53,637
10 80.18 71.50 8.68 11.4% 2.81 3.7% 56% False False 53,663
20 86.52 71.50 15.02 19.7% 2.74 3.6% 32% False False 56,562
40 93.55 71.50 22.05 28.9% 2.39 3.1% 22% False False 58,082
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 True
Bull Hook False
Stretch 0.66
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.34
2.618 83.34
1.618 80.89
1.000 79.38
0.618 78.44
HIGH 76.93
0.618 75.99
0.500 75.71
0.382 75.42
LOW 74.48
0.618 72.97
1.000 72.03
1.618 70.52
2.618 68.07
4.250 64.07
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 76.14 77.33
PP 75.92 77.00
S1 75.71 76.68

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

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