NYMEX Light Sweet Crude Oil Future January 2011


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 77.01 79.99 2.98 3.9% 79.00
High 78.83 80.30 1.47 1.9% 80.36
Low 76.51 79.25 2.74 3.6% 76.45
Close 78.67 79.99 1.32 1.7% 76.71
Range 2.32 1.05 -1.27 -54.7% 3.91
ATR 2.14 2.11 -0.04 -1.7% 0.00
Volume 4,477 7,343 2,866 64.0% 18,656
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 83.00 82.54 80.57
R3 81.95 81.49 80.28
R2 80.90 80.90 80.18
R1 80.44 80.44 80.09 80.52
PP 79.85 79.85 79.85 79.88
S1 79.39 79.39 79.89 79.47
S2 78.80 78.80 79.80
S3 77.75 78.34 79.70
S4 76.70 77.29 79.41
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.57 87.05 78.86
R3 85.66 83.14 77.79
R2 81.75 81.75 77.43
R1 79.23 79.23 77.07 78.54
PP 77.84 77.84 77.84 77.49
S1 75.32 75.32 76.35 74.63
S2 73.93 73.93 75.99
S3 70.02 71.41 75.63
S4 66.11 67.50 74.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.36 75.29 5.07 6.3% 2.09 2.6% 93% False False 6,251
10 80.36 75.29 5.07 6.3% 2.01 2.5% 93% False False 5,119
20 86.81 72.06 14.75 18.4% 2.03 2.5% 54% False False 5,477
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.36
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 84.76
2.618 83.05
1.618 82.00
1.000 81.35
0.618 80.95
HIGH 80.30
0.618 79.90
0.500 79.78
0.382 79.65
LOW 79.25
0.618 78.60
1.000 78.20
1.618 77.55
2.618 76.50
4.250 74.79
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 79.92 79.39
PP 79.85 78.79
S1 79.78 78.19

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

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