NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 09-Jun-2010

Day Change Summary
	Previous	Current
	08-Jun-2010	09-Jun-2010	Change	Change %	Previous Week
Open	75.86	76.38	0.52	0.7%	78.20
High	76.74	78.46	1.72	2.2%	80.18
Low	75.30	75.89	0.59	0.8%	75.66
Close	76.22	78.21	1.99	2.6%	76.17
Range	1.44	2.57	1.13	78.5%	4.52
ATR	2.63	2.62	0.00	-0.2%	0.00
Volume	46,641	52,048	5,407	11.6%	205,672

Daily Pivots for day following 09-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.23	84.29	79.62
R3	82.66	81.72	78.92
R2	80.09	80.09	78.68
R1	79.15	79.15	78.45	79.62
PP	77.52	77.52	77.52	77.76
S1	76.58	76.58	77.97	77.05
S2	74.95	74.95	77.74
S3	72.38	74.01	77.50
S4	69.81	71.44	76.80

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	7.3%	2.55	3.3%	65%	False	False	56,450
10	80.18	73.17	7.01	9.0%	2.79	3.6%	72%	False	False	53,647
20	86.52	71.50	15.02	19.2%	2.71	3.5%	45%	False	False	56,323
40	93.55	71.50	22.05	28.2%	2.44	3.1%	30%	False	False	57,221
60	93.55	71.50	22.05	28.2%	2.13	2.7%	30%	False	False	51,093

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.69
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	89.38
2.618	85.19
1.618	82.62
1.000	81.03
0.618	80.05
HIGH	78.46
0.618	77.48
0.500	77.18
0.382	76.87
LOW	75.89
0.618	74.30
1.000	73.32
1.618	71.73
2.618	69.16
4.250	64.97

Fisher Pivots for day following 09-Jun-2010
Pivot	1 day	3 day
R1	77.87	77.63
PP	77.52	77.05
S1	77.18	76.47

Download as Excel Spreadsheet

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

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