NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 73.97 71.94 -2.03 -2.7% 70.62
High 75.33 73.93 -1.40 -1.9% 75.72
Low 71.64 71.68 0.04 0.1% 67.15
Close 72.58 72.86 0.28 0.4% 73.97
Range 3.69 2.25 -1.44 -39.0% 8.57
ATR 2.79 2.75 -0.04 -1.4% 0.00
Volume 420,674 438,588 17,914 4.3% 1,931,977
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 79.57 78.47 74.10
R3 77.32 76.22 73.48
R2 75.07 75.07 73.27
R1 73.97 73.97 73.07 74.52
PP 72.82 72.82 72.82 73.10
S1 71.72 71.72 72.65 72.27
S2 70.57 70.57 72.45
S3 68.32 69.47 72.24
S4 66.07 67.22 71.62
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 69.21 6.51 8.9% 3.02 4.1% 56% False False 412,398
10 75.72 67.15 8.57 11.8% 2.81 3.9% 67% False False 427,289
20 86.01 67.15 18.86 25.9% 2.99 4.1% 30% False False 333,032
40 89.77 67.15 22.62 31.0% 2.43 3.3% 25% False False 231,973
60 89.77 67.15 22.62 31.0% 2.19 3.0% 25% False False 163,844
80 89.77 67.15 22.62 31.0% 2.12 2.9% 25% False False 126,173
100 89.77 67.15 22.62 31.0% 2.11 2.9% 25% False False 102,485
120 89.77 67.15 22.62 31.0% 2.00 2.7% 25% False False 86,007
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 83.49
2.618 79.82
1.618 77.57
1.000 76.18
0.618 75.32
HIGH 73.93
0.618 73.07
0.500 72.81
0.382 72.54
LOW 71.68
0.618 70.29
1.000 69.43
1.618 68.04
2.618 65.79
4.250 62.12
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 72.84 73.68
PP 72.82 73.41
S1 72.81 73.13

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

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