NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 78.20 76.55 -1.65 -2.1% 74.80
High 79.58 79.00 -0.58 -0.7% 79.57
Low 75.92 76.32 0.40 0.5% 71.50
Close 77.15 78.16 1.01 1.3% 78.24
Range 3.66 2.68 -0.98 -26.8% 8.07
ATR 2.67 2.67 0.00 0.0% 0.00
Volume 41,005 43,617 2,612 6.4% 268,450
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 85.87 84.69 79.63
R3 83.19 82.01 78.90
R2 80.51 80.51 78.65
R1 79.33 79.33 78.41 79.92
PP 77.83 77.83 77.83 78.12
S1 76.65 76.65 77.91 77.24
S2 75.15 75.15 77.67
S3 72.47 73.97 77.42
S4 69.79 71.29 76.69
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 100.65 97.51 82.68
R3 92.58 89.44 80.46
R2 84.51 84.51 79.72
R1 81.37 81.37 78.98 82.94
PP 76.44 76.44 76.44 77.22
S1 73.30 73.30 77.50 74.87
S2 68.37 68.37 76.76
S3 60.30 65.23 76.02
S4 52.23 57.16 73.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.58 73.17 6.41 8.2% 3.02 3.9% 78% False False 50,843
10 79.58 71.50 8.08 10.3% 2.75 3.5% 82% False False 57,327
20 89.83 71.50 18.33 23.5% 2.90 3.7% 36% False False 58,483
40 93.55 71.50 22.05 28.2% 2.28 2.9% 30% False False 57,461
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.39
2.618 86.02
1.618 83.34
1.000 81.68
0.618 80.66
HIGH 79.00
0.618 77.98
0.500 77.66
0.382 77.34
LOW 76.32
0.618 74.66
1.000 73.64
1.618 71.98
2.618 69.30
4.250 64.93
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 77.99 78.02
PP 77.83 77.89
S1 77.66 77.75

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

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