NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 01-Jun-2010
Day Change Summary
Previous Current
28-May-2010 01-Jun-2010 Change Change % Previous Week
Open 74.90 73.97 -0.93 -1.2% 70.62
High 75.72 75.33 -0.39 -0.5% 75.72
Low 73.13 71.64 -1.49 -2.0% 67.15
Close 73.97 72.58 -1.39 -1.9% 73.97
Range 2.59 3.69 1.10 42.5% 8.57
ATR 2.72 2.79 0.07 2.5% 0.00
Volume 401,812 420,674 18,862 4.7% 1,931,977
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 84.25 82.11 74.61
R3 80.56 78.42 73.59
R2 76.87 76.87 73.26
R1 74.73 74.73 72.92 73.96
PP 73.18 73.18 73.18 72.80
S1 71.04 71.04 72.24 70.27
S2 69.49 69.49 71.90
S3 65.80 67.35 71.57
S4 62.11 63.66 70.55
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 97.99 94.55 78.68
R3 89.42 85.98 76.33
R2 80.85 80.85 75.54
R1 77.41 77.41 74.76 79.13
PP 72.28 72.28 72.28 73.14
S1 68.84 68.84 73.18 70.56
S2 63.71 63.71 72.40
S3 55.14 60.27 71.61
S4 46.57 51.70 69.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.72 67.15 8.57 11.8% 3.15 4.3% 63% False False 380,644
10 75.72 67.15 8.57 11.8% 2.90 4.0% 63% False False 409,984
20 89.33 67.15 22.18 30.6% 3.07 4.2% 24% False False 318,737
40 89.77 67.15 22.62 31.2% 2.40 3.3% 24% False False 221,795
60 89.77 67.15 22.62 31.2% 2.17 3.0% 24% False False 156,793
80 89.77 67.15 22.62 31.2% 2.15 3.0% 24% False False 120,822
100 89.77 67.15 22.62 31.2% 2.10 2.9% 24% False False 98,167
120 89.77 67.15 22.62 31.2% 2.00 2.8% 24% False False 82,390
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 0.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.01
2.618 84.99
1.618 81.30
1.000 79.02
0.618 77.61
HIGH 75.33
0.618 73.92
0.500 73.49
0.382 73.05
LOW 71.64
0.618 69.36
1.000 67.95
1.618 65.67
2.618 61.98
4.250 55.96
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 73.49 73.20
PP 73.18 72.99
S1 72.88 72.79

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

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