NYMEX Light Sweet Crude Oil Future October 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 77.23 75.28 -1.95 -2.5% 73.72
High 78.28 77.50 -0.78 -1.0% 78.30
Low 74.60 74.99 0.39 0.5% 70.35
Close 75.71 76.67 0.96 1.3% 76.88
Range 3.68 2.51 -1.17 -31.8% 7.95
ATR 2.57 2.57 0.00 -0.2% 0.00
Volume 15,017 18,133 3,116 20.7% 88,725
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 83.92 82.80 78.05
R3 81.41 80.29 77.36
R2 78.90 78.90 77.13
R1 77.78 77.78 76.90 78.34
PP 76.39 76.39 76.39 76.67
S1 75.27 75.27 76.44 75.83
S2 73.88 73.88 76.21
S3 71.37 72.76 75.98
S4 68.86 70.25 75.29
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 71.97 6.33 8.3% 2.94 3.8% 74% False False 17,879
10 78.30 70.35 7.95 10.4% 2.62 3.4% 79% False False 17,902
20 88.80 70.35 18.45 24.1% 2.76 3.6% 34% False False 19,029
40 92.75 70.35 22.40 29.2% 2.14 2.8% 28% False False 17,335
60 92.75 70.35 22.40 29.2% 1.84 2.4% 28% False False 13,356
80 92.75 70.35 22.40 29.2% 1.77 2.3% 28% False False 10,989
100 92.75 70.35 22.40 29.2% 1.63 2.1% 28% False False 9,448
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 0.75
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.17
2.618 84.07
1.618 81.56
1.000 80.01
0.618 79.05
HIGH 77.50
0.618 76.54
0.500 76.25
0.382 75.95
LOW 74.99
0.618 73.44
1.000 72.48
1.618 70.93
2.618 68.42
4.250 64.32
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 76.53 76.60
PP 76.39 76.52
S1 76.25 76.45

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

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