NYMEX Light Sweet Crude Oil Future November 2010

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	76.24	78.80	2.56	3.4%	73.98
High	78.28	78.91	0.63	0.8%	78.70
Low	75.96	77.19	1.23	1.6%	70.96
Close	77.45	78.80	1.35	1.7%	77.58
Range	2.32	1.72	-0.60	-25.9%	7.74
ATR	2.39	2.35	-0.05	-2.0%	0.00
Volume	10,029	11,866	1,837	18.3%	61,448

Daily Pivots for day following 03-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.46	82.85	79.75
R3	81.74	81.13	79.27
R2	80.02	80.02	79.12
R1	79.41	79.41	78.96	79.66
PP	78.30	78.30	78.30	78.43
S1	77.69	77.69	78.64	77.94
S2	76.58	76.58	78.48
S3	74.86	75.97	78.33
S4	73.14	74.25	77.85

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	78.91	73.94	4.97	6.3%	2.59	3.3%	98%	True	False	11,397
10	78.91	70.96	7.95	10.1%	2.47	3.1%	99%	True	False	12,397
20	86.90	70.96	15.94	20.2%	2.48	3.2%	49%	False	False	13,588
40	93.14	70.96	22.18	28.1%	1.96	2.5%	35%	False	False	12,378
60	93.14	70.96	22.18	28.1%	1.68	2.1%	35%	False	False	9,820

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.37
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	86.22
2.618	83.41
1.618	81.69
1.000	80.63
0.618	79.97
HIGH	78.91
0.618	78.25
0.500	78.05
0.382	77.85
LOW	77.19
0.618	76.13
1.000	75.47
1.618	74.41
2.618	72.69
4.250	69.88

Fisher Pivots for day following 03-Jun-2010
Pivot	1 day	3 day
R1	78.55	78.30
PP	78.30	77.80
S1	78.05	77.31

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