NYMEX Light Sweet Crude Oil Future October 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 75.28 77.99 2.71 3.6% 73.72
High 77.50 78.18 0.68 0.9% 78.30
Low 74.99 76.38 1.39 1.9% 70.35
Close 76.67 77.99 1.32 1.7% 76.88
Range 2.51 1.80 -0.71 -28.3% 7.95
ATR 2.57 2.51 -0.05 -2.1% 0.00
Volume 18,133 20,888 2,755 15.2% 88,725
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 82.92 82.25 78.98
R3 81.12 80.45 78.49
R2 79.32 79.32 78.32
R1 78.65 78.65 78.16 78.89
PP 77.52 77.52 77.52 77.64
S1 76.85 76.85 77.83 77.09
S2 75.72 75.72 77.66
S3 73.92 75.05 77.50
S4 72.12 73.25 77.00
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 73.47 4.83 6.2% 2.85 3.7% 94% False False 18,421
10 78.30 70.35 7.95 10.2% 2.62 3.4% 96% False False 18,579
20 86.37 70.35 16.02 20.5% 2.68 3.4% 48% False False 18,973
40 92.75 70.35 22.40 28.7% 2.16 2.8% 34% False False 17,584
60 92.75 70.35 22.40 28.7% 1.85 2.4% 34% False False 13,631
80 92.75 70.35 22.40 28.7% 1.77 2.3% 34% False False 11,231
100 92.75 70.35 22.40 28.7% 1.64 2.1% 34% False False 9,634
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 0.70
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 85.83
2.618 82.89
1.618 81.09
1.000 79.98
0.618 79.29
HIGH 78.18
0.618 77.49
0.500 77.28
0.382 77.07
LOW 76.38
0.618 75.27
1.000 74.58
1.618 73.47
2.618 71.67
4.250 68.73
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 77.75 77.47
PP 77.52 76.96
S1 77.28 76.44

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

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