NYMEX Light Sweet Crude Oil Future December 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 76.55 78.84 2.29 3.0% 74.80
High 79.00 79.70 0.70 0.9% 79.57
Low 76.32 77.92 1.60 2.1% 71.50
Close 78.16 79.54 1.38 1.8% 78.24
Range 2.68 1.78 -0.90 -33.6% 8.07
ATR 2.67 2.60 -0.06 -2.4% 0.00
Volume 43,617 55,333 11,716 26.9% 268,450
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 84.39 83.75 80.52
R3 82.61 81.97 80.03
R2 80.83 80.83 79.87
R1 80.19 80.19 79.70 80.51
PP 79.05 79.05 79.05 79.22
S1 78.41 78.41 79.38 78.73
S2 77.27 77.27 79.21
S3 75.49 76.63 79.05
S4 73.71 74.85 78.56
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 79.70 74.50 5.20 6.5% 2.94 3.7% 97% True False 48,597
10 79.70 71.50 8.20 10.3% 2.73 3.4% 98% True False 57,061
20 87.40 71.50 15.90 20.0% 2.81 3.5% 51% False False 58,333
40 93.55 71.50 22.05 27.7% 2.29 2.9% 36% False False 57,605
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 0.56
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 87.27
2.618 84.36
1.618 82.58
1.000 81.48
0.618 80.80
HIGH 79.70
0.618 79.02
0.500 78.81
0.382 78.60
LOW 77.92
0.618 76.82
1.000 76.14
1.618 75.04
2.618 73.26
4.250 70.36
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 79.30 78.96
PP 79.05 78.39
S1 78.81 77.81

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

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