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

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols