NYMEX Light Sweet Crude Oil Future November 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 77.74 76.24 -1.50 -1.9% 73.98
High 78.80 78.28 -0.52 -0.7% 78.70
Low 75.70 75.96 0.26 0.3% 70.96
Close 76.45 77.45 1.00 1.3% 77.58
Range 3.10 2.32 -0.78 -25.2% 7.74
ATR 2.40 2.39 -0.01 -0.2% 0.00
Volume 11,352 10,029 -1,323 -11.7% 61,448
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 84.19 83.14 78.73
R3 81.87 80.82 78.09
R2 79.55 79.55 77.88
R1 78.50 78.50 77.66 79.03
PP 77.23 77.23 77.23 77.49
S1 76.18 76.18 77.24 76.71
S2 74.91 74.91 77.02
S3 72.59 73.86 76.81
S4 70.27 71.54 76.17
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 98.97 96.01 81.84
R3 91.23 88.27 79.71
R2 83.49 83.49 79.00
R1 80.53 80.53 78.29 82.01
PP 75.75 75.75 75.75 76.49
S1 72.79 72.79 76.87 74.27
S2 68.01 68.01 76.16
S3 60.27 65.05 75.45
S4 52.53 57.31 73.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.80 72.61 6.19 8.0% 2.68 3.5% 78% False False 11,876
10 78.80 70.96 7.84 10.1% 2.49 3.2% 83% False False 12,338
20 89.33 70.96 18.37 23.7% 2.57 3.3% 35% False False 13,744
40 93.14 70.96 22.18 28.6% 1.93 2.5% 29% False False 12,236
60 93.14 70.96 22.18 28.6% 1.67 2.2% 29% False False 9,683
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.14
2.618 84.35
1.618 82.03
1.000 80.60
0.618 79.71
HIGH 78.28
0.618 77.39
0.500 77.12
0.382 76.85
LOW 75.96
0.618 74.53
1.000 73.64
1.618 72.21
2.618 69.89
4.250 66.10
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 77.34 77.38
PP 77.23 77.32
S1 77.12 77.25

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

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