NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 71.94 73.70 1.76 2.4% 70.62
High 73.93 74.95 1.02 1.4% 75.72
Low 71.68 72.32 0.64 0.9% 67.15
Close 72.86 74.61 1.75 2.4% 73.97
Range 2.25 2.63 0.38 16.9% 8.57
ATR 2.75 2.75 -0.01 -0.3% 0.00
Volume 438,588 391,034 -47,554 -10.8% 1,931,977
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 81.85 80.86 76.06
R3 79.22 78.23 75.33
R2 76.59 76.59 75.09
R1 75.60 75.60 74.85 76.10
PP 73.96 73.96 73.96 74.21
S1 72.97 72.97 74.37 73.47
S2 71.33 71.33 74.13
S3 68.70 70.34 73.89
S4 66.07 67.71 73.16
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 70.67 5.05 6.8% 3.05 4.1% 78% False False 411,525
10 75.72 67.15 8.57 11.5% 2.87 3.8% 87% False False 425,020
20 83.36 67.15 16.21 21.7% 2.94 3.9% 46% False False 342,341
40 89.77 67.15 22.62 30.3% 2.46 3.3% 33% False False 240,617
60 89.77 67.15 22.62 30.3% 2.20 3.0% 33% False False 169,996
80 89.77 67.15 22.62 30.3% 2.14 2.9% 33% False False 130,791
100 89.77 67.15 22.62 30.3% 2.13 2.8% 33% False False 106,363
120 89.77 67.15 22.62 30.3% 1.99 2.7% 33% False False 89,222
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 0.61
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.13
2.618 81.84
1.618 79.21
1.000 77.58
0.618 76.58
HIGH 74.95
0.618 73.95
0.500 73.64
0.382 73.32
LOW 72.32
0.618 70.69
1.000 69.69
1.618 68.06
2.618 65.43
4.250 61.14
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 74.29 74.24
PP 73.96 73.86
S1 73.64 73.49

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

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