NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 77.99 74.64 -3.35 -4.3% 77.23
High 78.18 78.54 0.36 0.5% 78.54
Low 76.38 74.07 -2.31 -3.0% 74.07
Close 77.99 74.64 -3.35 -4.3% 74.64
Range 1.80 4.47 2.67 148.3% 4.47
ATR 2.51 2.65 0.14 5.6% 0.00
Volume 20,888 27,065 6,177 29.6% 81,103
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.16 86.37 77.10
R3 84.69 81.90 75.87
R2 80.22 80.22 75.46
R1 77.43 77.43 75.05 76.88
PP 75.75 75.75 75.75 75.47
S1 72.96 72.96 74.23 72.41
S2 71.28 71.28 73.82
S3 66.81 68.49 73.41
S4 62.34 64.02 72.18
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.16 86.37 77.10
R3 84.69 81.90 75.87
R2 80.22 80.22 75.46
R1 77.43 77.43 75.05 76.59
PP 75.75 75.75 75.75 75.33
S1 72.96 72.96 74.23 72.12
S2 71.28 71.28 73.82
S3 66.81 68.49 73.41
S4 62.34 64.02 72.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.54 74.07 4.47 6.0% 2.98 4.0% 13% True True 19,637
10 78.54 70.35 8.19 11.0% 2.68 3.6% 52% True False 19,349
20 85.35 70.35 15.00 20.1% 2.65 3.5% 29% False False 19,276
40 92.75 70.35 22.40 30.0% 2.25 3.0% 19% False False 17,918
60 92.75 70.35 22.40 30.0% 1.89 2.5% 19% False False 13,961
80 92.75 70.35 22.40 30.0% 1.81 2.4% 19% False False 11,500
100 92.75 70.35 22.40 30.0% 1.67 2.2% 19% False False 9,883
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 97.54
2.618 90.24
1.618 85.77
1.000 83.01
0.618 81.30
HIGH 78.54
0.618 76.83
0.500 76.31
0.382 75.78
LOW 74.07
0.618 71.31
1.000 69.60
1.618 66.84
2.618 62.37
4.250 55.07
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 76.31 76.31
PP 75.75 75.75
S1 75.20 75.20

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

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