NYMEX Light Sweet Crude Oil Future November 2010


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 78.80 78.62 -0.18 -0.2% 77.74
High 78.91 79.20 0.29 0.4% 79.20
Low 77.19 74.90 -2.29 -3.0% 74.90
Close 78.80 75.43 -3.37 -4.3% 75.43
Range 1.72 4.30 2.58 150.0% 4.30
ATR 2.35 2.48 0.14 6.0% 0.00
Volume 11,866 15,613 3,747 31.6% 48,860
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.41 86.72 77.80
R3 85.11 82.42 76.61
R2 80.81 80.81 76.22
R1 78.12 78.12 75.82 77.32
PP 76.51 76.51 76.51 76.11
S1 73.82 73.82 75.04 73.02
S2 72.21 72.21 74.64
S3 67.91 69.52 74.25
S4 63.61 65.22 73.07
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.41 86.72 77.80
R3 85.11 82.42 76.61
R2 80.81 80.81 76.22
R1 78.12 78.12 75.82 77.32
PP 76.51 76.51 76.51 76.11
S1 73.82 73.82 75.04 73.02
S2 72.21 72.21 74.64
S3 67.91 69.52 74.25
S4 63.61 65.22 73.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.20 74.90 4.30 5.7% 2.66 3.5% 12% True True 11,939
10 79.20 70.96 8.24 10.9% 2.55 3.4% 54% True False 12,586
20 85.75 70.96 14.79 19.6% 2.47 3.3% 30% False False 13,426
40 93.14 70.96 22.18 29.4% 2.05 2.7% 20% False False 12,536
60 93.14 70.96 22.18 29.4% 1.72 2.3% 20% False False 9,974
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 97.48
2.618 90.46
1.618 86.16
1.000 83.50
0.618 81.86
HIGH 79.20
0.618 77.56
0.500 77.05
0.382 76.54
LOW 74.90
0.618 72.24
1.000 70.60
1.618 67.94
2.618 63.64
4.250 56.63
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 77.05 77.05
PP 76.51 76.51
S1 75.97 75.97

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

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