NYMEX Light Sweet Crude Oil Future September 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 76.03 74.14 -1.89 -2.5% 72.90
High 77.54 76.59 -0.95 -1.2% 77.66
Low 73.78 74.07 0.29 0.4% 69.62
Close 74.90 75.76 0.86 1.1% 76.12
Range 3.76 2.52 -1.24 -33.0% 8.04
ATR 2.66 2.65 -0.01 -0.4% 0.00
Volume 40,082 44,421 4,339 10.8% 224,934
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 83.03 81.92 77.15
R3 80.51 79.40 76.45
R2 77.99 77.99 76.22
R1 76.88 76.88 75.99 77.44
PP 75.47 75.47 75.47 75.75
S1 74.36 74.36 75.53 74.92
S2 72.95 72.95 75.30
S3 70.43 71.84 75.07
S4 67.91 69.32 74.37
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 71.27 6.39 8.4% 3.02 4.0% 70% False False 44,754
10 77.66 69.62 8.04 10.6% 2.73 3.6% 76% False False 48,767
20 88.37 69.62 18.75 24.7% 2.86 3.8% 33% False False 46,175
40 92.21 69.62 22.59 29.8% 2.26 3.0% 27% False False 41,291
60 92.21 69.62 22.59 29.8% 2.02 2.7% 27% False False 30,698
80 92.21 69.62 22.59 29.8% 1.96 2.6% 27% False False 24,851
100 92.21 69.62 22.59 29.8% 1.87 2.5% 27% False False 20,733
120 92.21 69.62 22.59 29.8% 1.71 2.3% 27% False False 17,685
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.30
2.618 83.19
1.618 80.67
1.000 79.11
0.618 78.15
HIGH 76.59
0.618 75.63
0.500 75.33
0.382 75.03
LOW 74.07
0.618 72.51
1.000 71.55
1.618 69.99
2.618 67.47
4.250 63.36
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 75.62 75.75
PP 75.47 75.73
S1 75.33 75.72

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

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