NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 01-Jun-2010
Day Change Summary
Previous Current
28-May-2010 01-Jun-2010 Change Change % Previous Week
Open 78.69 79.00 0.31 0.4% 75.69
High 79.80 80.00 0.20 0.3% 79.80
Low 78.00 76.98 -1.02 -1.3% 72.06
Close 78.69 77.65 -1.04 -1.3% 78.69
Range 1.80 3.02 1.22 67.8% 7.74
ATR 2.12 2.18 0.06 3.0% 0.00
Volume 3,656 3,485 -171 -4.7% 27,201
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 87.27 85.48 79.31
R3 84.25 82.46 78.48
R2 81.23 81.23 78.20
R1 79.44 79.44 77.93 78.83
PP 78.21 78.21 78.21 77.90
S1 76.42 76.42 77.37 75.81
S2 75.19 75.19 77.10
S3 72.17 73.40 76.82
S4 69.15 70.38 75.99
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 100.07 97.12 82.95
R3 92.33 89.38 80.82
R2 84.59 84.59 80.11
R1 81.64 81.64 79.40 83.12
PP 76.85 76.85 76.85 77.59
S1 73.90 73.90 77.98 75.38
S2 69.11 69.11 77.27
S3 61.37 66.16 76.56
S4 53.63 58.42 74.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.00 72.06 7.94 10.2% 2.09 2.7% 70% True False 4,460
10 80.00 72.06 7.94 10.2% 2.02 2.6% 70% True False 5,454
20 92.30 72.06 20.24 26.1% 2.22 2.9% 28% False False 5,522
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 0.47
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 92.84
2.618 87.91
1.618 84.89
1.000 83.02
0.618 81.87
HIGH 80.00
0.618 78.85
0.500 78.49
0.382 78.13
LOW 76.98
0.618 75.11
1.000 73.96
1.618 72.09
2.618 69.07
4.250 64.15
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 78.49 78.41
PP 78.21 78.15
S1 77.93 77.90

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

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