NYMEX Light Sweet Crude Oil Future December 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 78.84 79.33 0.49 0.6% 78.20
High 79.70 80.18 0.48 0.6% 80.18
Low 77.92 75.66 -2.26 -2.9% 75.66
Close 79.54 76.17 -3.37 -4.2% 76.17
Range 1.78 4.52 2.74 153.9% 4.52
ATR 2.60 2.74 0.14 5.3% 0.00
Volume 55,333 65,717 10,384 18.8% 205,672
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 90.90 88.05 78.66
R3 86.38 83.53 77.41
R2 81.86 81.86 77.00
R1 79.01 79.01 76.58 78.18
PP 77.34 77.34 77.34 76.92
S1 74.49 74.49 75.76 73.66
S2 72.82 72.82 75.34
S3 68.30 69.97 74.93
S4 63.78 65.45 73.68
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 90.90 88.05 78.66
R3 86.38 83.53 77.41
R2 81.86 81.86 77.00
R1 79.01 79.01 76.58 78.18
PP 77.34 77.34 77.34 76.92
S1 74.49 74.49 75.76 73.66
S2 72.82 72.82 75.34
S3 68.30 69.97 74.93
S4 63.78 65.45 73.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.18 75.66 4.52 5.9% 3.02 4.0% 11% True True 51,343
10 80.18 71.50 8.68 11.4% 2.80 3.7% 54% True False 55,681
20 86.52 71.50 15.02 19.7% 2.76 3.6% 31% False False 57,609
40 93.55 71.50 22.05 28.9% 2.38 3.1% 21% False False 57,872
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 0.59
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 99.39
2.618 92.01
1.618 87.49
1.000 84.70
0.618 82.97
HIGH 80.18
0.618 78.45
0.500 77.92
0.382 77.39
LOW 75.66
0.618 72.87
1.000 71.14
1.618 68.35
2.618 63.83
4.250 56.45
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 77.92 77.92
PP 77.34 77.34
S1 76.75 76.75

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

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