NYMEX Light Sweet Crude Oil Future November 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 76.24 78.80 2.56 3.4% 73.98
High 78.28 78.91 0.63 0.8% 78.70
Low 75.96 77.19 1.23 1.6% 70.96
Close 77.45 78.80 1.35 1.7% 77.58
Range 2.32 1.72 -0.60 -25.9% 7.74
ATR 2.39 2.35 -0.05 -2.0% 0.00
Volume 10,029 11,866 1,837 18.3% 61,448
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 83.46 82.85 79.75
R3 81.74 81.13 79.27
R2 80.02 80.02 79.12
R1 79.41 79.41 78.96 79.66
PP 78.30 78.30 78.30 78.43
S1 77.69 77.69 78.64 77.94
S2 76.58 76.58 78.48
S3 74.86 75.97 78.33
S4 73.14 74.25 77.85
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 78.91 73.94 4.97 6.3% 2.59 3.3% 98% True False 11,397
10 78.91 70.96 7.95 10.1% 2.47 3.1% 99% True False 12,397
20 86.90 70.96 15.94 20.2% 2.48 3.2% 49% False False 13,588
40 93.14 70.96 22.18 28.1% 1.96 2.5% 35% False False 12,378
60 93.14 70.96 22.18 28.1% 1.68 2.1% 35% False False 9,820
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 0.37
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 86.22
2.618 83.41
1.618 81.69
1.000 80.63
0.618 79.97
HIGH 78.91
0.618 78.25
0.500 78.05
0.382 77.85
LOW 77.19
0.618 76.13
1.000 75.47
1.618 74.41
2.618 72.69
4.250 69.88
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 78.55 78.30
PP 78.30 77.80
S1 78.05 77.31

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

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