NYMEX Light Sweet Crude Oil Future February 2011


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 80.59 77.23 -3.36 -4.2% 78.10
High 80.28 79.10 -1.18 -1.5% 80.28
Low 79.70 77.10 -2.60 -3.3% 77.10
Close 80.60 77.23 -3.37 -4.2% 77.23
Range 0.58 2.00 1.42 244.8% 3.18
ATR
Volume 2,674 4,062 1,388 51.9% 10,752
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 83.81 82.52 78.33
R3 81.81 80.52 77.78
R2 79.81 79.81 77.60
R1 78.52 78.52 77.41 78.23
PP 77.81 77.81 77.81 77.67
S1 76.52 76.52 77.05 76.23
S2 75.81 75.81 76.86
S3 73.81 74.52 76.68
S4 71.81 72.52 76.13
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 87.74 85.67 78.98
R3 84.56 82.49 78.10
R2 81.38 81.38 77.81
R1 79.31 79.31 77.52 78.76
PP 78.20 78.20 78.20 77.93
S1 76.13 76.13 76.94 75.58
S2 75.02 75.02 76.65
S3 71.84 72.95 76.36
S4 68.66 69.77 75.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.28 77.10 3.18 4.1% 0.79 1.0% 4% False True 2,401
10 80.28 72.76 7.52 9.7% 1.04 1.3% 59% False False 2,912
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 87.60
2.618 84.34
1.618 82.34
1.000 81.10
0.618 80.34
HIGH 79.10
0.618 78.34
0.500 78.10
0.382 77.86
LOW 77.10
0.618 75.86
1.000 75.10
1.618 73.86
2.618 71.86
4.250 68.60
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 78.10 78.69
PP 77.81 78.20
S1 77.52 77.72

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

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