NYMEX Light Sweet Crude Oil Future September 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 76.74 76.03 -0.71 -0.9% 72.90
High 77.66 77.54 -0.12 -0.2% 77.66
Low 75.18 73.78 -1.40 -1.9% 69.62
Close 76.12 74.90 -1.22 -1.6% 76.12
Range 2.48 3.76 1.28 51.6% 8.04
ATR 2.58 2.66 0.08 3.3% 0.00
Volume 46,855 40,082 -6,773 -14.5% 224,934
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 86.69 84.55 76.97
R3 82.93 80.79 75.93
R2 79.17 79.17 75.59
R1 77.03 77.03 75.24 76.22
PP 75.41 75.41 75.41 75.00
S1 73.27 73.27 74.56 72.46
S2 71.65 71.65 74.21
S3 67.89 69.51 73.87
S4 64.13 65.75 72.83
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 98.59 95.39 80.54
R3 90.55 87.35 78.33
R2 82.51 82.51 77.59
R1 79.31 79.31 76.86 80.91
PP 74.47 74.47 74.47 75.27
S1 71.27 71.27 75.38 72.87
S2 66.43 66.43 74.65
S3 58.39 63.23 73.91
S4 50.35 55.19 71.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.66 69.62 8.04 10.7% 3.04 4.1% 66% False False 42,577
10 77.84 69.62 8.22 11.0% 2.77 3.7% 64% False False 48,781
20 91.73 69.62 22.11 29.5% 2.93 3.9% 24% False False 45,536
40 92.21 69.62 22.59 30.2% 2.22 3.0% 23% False False 40,470
60 92.21 69.62 22.59 30.2% 2.00 2.7% 23% False False 30,116
80 92.21 69.62 22.59 30.2% 1.98 2.6% 23% False False 24,380
100 92.21 69.62 22.59 30.2% 1.85 2.5% 23% False False 20,328
120 92.21 69.62 22.59 30.2% 1.70 2.3% 23% False False 17,335
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 0.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.52
2.618 87.38
1.618 83.62
1.000 81.30
0.618 79.86
HIGH 77.54
0.618 76.10
0.500 75.66
0.382 75.22
LOW 73.78
0.618 71.46
1.000 70.02
1.618 67.70
2.618 63.94
4.250 57.80
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 75.66 75.15
PP 75.41 75.06
S1 75.15 74.98

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

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