NYMEX Light Sweet Crude Oil Future October 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 77.22 77.23 0.01 0.0% 73.72
High 78.30 78.28 -0.02 0.0% 78.30
Low 75.87 74.60 -1.27 -1.7% 70.35
Close 76.88 75.71 -1.17 -1.5% 76.88
Range 2.43 3.68 1.25 51.4% 7.95
ATR 2.48 2.57 0.09 3.4% 0.00
Volume 17,085 15,017 -2,068 -12.1% 88,725
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 87.24 85.15 77.73
R3 83.56 81.47 76.72
R2 79.88 79.88 76.38
R1 77.79 77.79 76.05 77.00
PP 76.20 76.20 76.20 75.80
S1 74.11 74.11 75.37 73.32
S2 72.52 72.52 75.04
S3 68.84 70.43 74.70
S4 65.16 66.75 73.69
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 99.03 95.90 81.25
R3 91.08 87.95 79.07
R2 83.13 83.13 78.34
R1 80.00 80.00 77.61 81.57
PP 75.18 75.18 75.18 75.96
S1 72.05 72.05 76.15 73.62
S2 67.23 67.23 75.42
S3 59.28 64.10 74.69
S4 51.33 56.15 72.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.30 70.35 7.95 10.5% 2.89 3.8% 67% False False 16,663
10 78.38 70.35 8.03 10.6% 2.64 3.5% 67% False False 18,161
20 92.33 70.35 21.98 29.0% 2.82 3.7% 24% False False 18,754
40 92.75 70.35 22.40 29.6% 2.10 2.8% 24% False False 17,083
60 92.75 70.35 22.40 29.6% 1.81 2.4% 24% False False 13,131
80 92.75 70.35 22.40 29.6% 1.75 2.3% 24% False False 10,918
100 92.75 70.35 22.40 29.6% 1.62 2.1% 24% False False 9,284
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 0.82
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.92
2.618 87.91
1.618 84.23
1.000 81.96
0.618 80.55
HIGH 78.28
0.618 76.87
0.500 76.44
0.382 76.01
LOW 74.60
0.618 72.33
1.000 70.92
1.618 68.65
2.618 64.97
4.250 58.96
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 76.44 75.89
PP 76.20 75.83
S1 75.95 75.77

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

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