NYMEX Light Sweet Crude Oil Future August 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 75.16 73.21 -1.95 -2.6% 72.13
High 76.59 75.47 -1.12 -1.5% 76.79
Low 72.80 73.04 0.24 0.3% 68.59
Close 73.90 74.50 0.60 0.8% 75.16
Range 3.79 2.43 -1.36 -35.9% 8.20
ATR 2.74 2.71 -0.02 -0.8% 0.00
Volume 89,138 110,776 21,638 24.3% 517,110
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 81.63 80.49 75.84
R3 79.20 78.06 75.17
R2 76.77 76.77 74.95
R1 75.63 75.63 74.72 76.20
PP 74.34 74.34 74.34 74.62
S1 73.20 73.20 74.28 73.77
S2 71.91 71.91 74.05
S3 69.48 70.77 73.83
S4 67.05 68.34 73.16
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 98.11 94.84 79.67
R3 89.91 86.64 77.42
R2 81.71 81.71 76.66
R1 78.44 78.44 75.91 80.08
PP 73.51 73.51 73.51 74.33
S1 70.24 70.24 74.41 71.88
S2 65.31 65.31 73.66
S3 57.11 62.04 72.91
S4 48.91 53.84 70.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.79 70.42 6.37 8.6% 3.02 4.1% 64% False False 105,658
10 76.79 68.59 8.20 11.0% 2.78 3.7% 72% False False 109,260
20 87.58 68.59 18.99 25.5% 2.95 4.0% 31% False False 95,931
40 91.38 68.59 22.79 30.6% 2.35 3.2% 26% False False 75,892
60 91.38 68.59 22.79 30.6% 2.10 2.8% 26% False False 54,673
80 91.38 68.59 22.79 30.6% 2.02 2.7% 26% False False 42,927
100 91.38 68.59 22.79 30.6% 1.94 2.6% 26% False False 35,233
120 91.38 68.59 22.79 30.6% 1.76 2.4% 26% False False 29,660
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.48
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.80
2.618 81.83
1.618 79.40
1.000 77.90
0.618 76.97
HIGH 75.47
0.618 74.54
0.500 74.26
0.382 73.97
LOW 73.04
0.618 71.54
1.000 70.61
1.618 69.11
2.618 66.68
4.250 62.71
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 74.42 74.80
PP 74.34 74.70
S1 74.26 74.60

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

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