NYMEX Light Sweet Crude Oil Future December 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	78.84	79.33	0.49	0.6%	78.20
High	79.70	80.18	0.48	0.6%	80.18
Low	77.92	75.66	-2.26	-2.9%	75.66
Close	79.54	76.17	-3.37	-4.2%	76.17
Range	1.78	4.52	2.74	153.9%	4.52
ATR	2.60	2.74	0.14	5.3%	0.00
Volume	55,333	65,717	10,384	18.8%	205,672

Daily Pivots for day following 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.90	88.05	78.66
R3	86.38	83.53	77.41
R2	81.86	81.86	77.00
R1	79.01	79.01	76.58	78.18
PP	77.34	77.34	77.34	76.92
S1	74.49	74.49	75.76	73.66
S2	72.82	72.82	75.34
S3	68.30	69.97	74.93
S4	63.78	65.45	73.68

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.90	88.05	78.66
R3	86.38	83.53	77.41
R2	81.86	81.86	77.00
R1	79.01	79.01	76.58	78.18
PP	77.34	77.34	77.34	76.92
S1	74.49	74.49	75.76	73.66
S2	72.82	72.82	75.34
S3	68.30	69.97	74.93
S4	63.78	65.45	73.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.18	75.66	4.52	5.9%	3.02	4.0%	11%	True	True	51,343
10	80.18	71.50	8.68	11.4%	2.80	3.7%	54%	True	False	55,681
20	86.52	71.50	15.02	19.7%	2.76	3.6%	31%	False	False	57,609
40	93.55	71.50	22.05	28.9%	2.38	3.1%	21%	False	False	57,872

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	0.59
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	99.39
2.618	92.01
1.618	87.49
1.000	84.70
0.618	82.97
HIGH	80.18
0.618	78.45
0.500	77.92
0.382	77.39
LOW	75.66
0.618	72.87
1.000	71.14
1.618	68.35
2.618	63.83
4.250	56.45

Fisher Pivots for day following 04-Jun-2010
Pivot	1 day	3 day
R1	77.92	77.92
PP	77.34	77.34
S1	76.75	76.75

Download as Excel Spreadsheet

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

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