NYMEX Light Sweet Crude Oil Future February 2011


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 79.17 80.59 1.42 1.8% 75.33
High 79.25 80.28 1.03 1.3% 79.25
Low 79.16 79.70 0.54 0.7% 72.76
Close 79.17 80.60 1.43 1.8% 79.10
Range 0.09 0.58 0.49 544.4% 6.49
ATR
Volume 1,730 2,674 944 54.6% 14,475
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 81.93 81.85 80.92
R3 81.35 81.27 80.76
R2 80.77 80.77 80.71
R1 80.69 80.69 80.65 80.73
PP 80.19 80.19 80.19 80.22
S1 80.11 80.11 80.55 80.15
S2 79.61 79.61 80.49
S3 79.03 79.53 80.44
S4 78.45 78.95 80.28
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 96.51 94.29 82.67
R3 90.02 87.80 80.88
R2 83.53 83.53 80.29
R1 81.31 81.31 79.69 82.42
PP 77.04 77.04 77.04 77.59
S1 74.82 74.82 78.51 75.93
S2 70.55 70.55 77.91
S3 64.06 68.33 77.32
S4 57.57 61.84 75.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.28 77.43 2.85 3.5% 0.75 0.9% 111% True False 2,209
10 80.28 72.76 7.52 9.3% 0.98 1.2% 104% True False 2,796
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.02
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.75
2.618 81.80
1.618 81.22
1.000 80.86
0.618 80.64
HIGH 80.28
0.618 80.06
0.500 79.99
0.382 79.92
LOW 79.70
0.618 79.34
1.000 79.12
1.618 78.76
2.618 78.18
4.250 77.24
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 80.40 80.16
PP 80.19 79.72
S1 79.99 79.28

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

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