NYMEX Light Sweet Crude Oil Future November 2010


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 78.05 77.74 -0.31 -0.4% 73.98
High 78.70 78.80 0.10 0.1% 78.70
Low 76.82 75.70 -1.12 -1.5% 70.96
Close 77.58 76.45 -1.13 -1.5% 77.58
Range 1.88 3.10 1.22 64.9% 7.74
ATR 2.34 2.40 0.05 2.3% 0.00
Volume 10,837 11,352 515 4.8% 61,448
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 86.28 84.47 78.16
R3 83.18 81.37 77.30
R2 80.08 80.08 77.02
R1 78.27 78.27 76.73 77.63
PP 76.98 76.98 76.98 76.66
S1 75.17 75.17 76.17 74.53
S2 73.88 73.88 75.88
S3 70.78 72.07 75.60
S4 67.68 68.97 74.75
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 78.80 70.96 7.84 10.3% 2.72 3.6% 70% True False 11,667
10 78.99 70.96 8.03 10.5% 2.53 3.3% 68% False False 12,616
20 92.17 70.96 21.21 27.7% 2.61 3.4% 26% False False 13,748
40 93.14 70.96 22.18 29.0% 1.89 2.5% 25% False False 12,163
60 93.14 70.96 22.18 29.0% 1.64 2.1% 25% False False 9,582
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.98
2.618 86.92
1.618 83.82
1.000 81.90
0.618 80.72
HIGH 78.80
0.618 77.62
0.500 77.25
0.382 76.88
LOW 75.70
0.618 73.78
1.000 72.60
1.618 70.68
2.618 67.58
4.250 62.53
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 77.25 76.42
PP 76.98 76.40
S1 76.72 76.37

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

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