NYMEX Light Sweet Crude Oil Future September 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 74.14 76.46 2.32 3.1% 72.90
High 76.59 77.29 0.70 0.9% 77.66
Low 74.07 75.42 1.35 1.8% 69.62
Close 75.76 77.11 1.35 1.8% 76.12
Range 2.52 1.87 -0.65 -25.8% 8.04
ATR 2.65 2.60 -0.06 -2.1% 0.00
Volume 44,421 60,081 15,660 35.3% 224,934
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 82.22 81.53 78.14
R3 80.35 79.66 77.62
R2 78.48 78.48 77.45
R1 77.79 77.79 77.28 78.14
PP 76.61 76.61 76.61 76.78
S1 75.92 75.92 76.94 76.27
S2 74.74 74.74 76.77
S3 72.87 74.05 76.60
S4 71.00 72.18 76.08
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 72.63 5.03 6.5% 2.93 3.8% 89% False False 46,820
10 77.66 69.62 8.04 10.4% 2.73 3.5% 93% False False 50,115
20 85.75 69.62 16.13 20.9% 2.78 3.6% 46% False False 46,969
40 92.21 69.62 22.59 29.3% 2.28 3.0% 33% False False 42,263
60 92.21 69.62 22.59 29.3% 2.03 2.6% 33% False False 31,548
80 92.21 69.62 22.59 29.3% 1.97 2.6% 33% False False 25,375
100 92.21 69.62 22.59 29.3% 1.88 2.4% 33% False False 21,319
120 92.21 69.62 22.59 29.3% 1.70 2.2% 33% False False 18,125
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.53
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 85.24
2.618 82.19
1.618 80.32
1.000 79.16
0.618 78.45
HIGH 77.29
0.618 76.58
0.500 76.36
0.382 76.13
LOW 75.42
0.618 74.26
1.000 73.55
1.618 72.39
2.618 70.52
4.250 67.47
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 76.86 76.63
PP 76.61 76.14
S1 76.36 75.66

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

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