NYMEX Light Sweet Crude Oil Future January 2011


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 80.00 76.71 -3.29 -4.1% 79.00
High 80.04 80.36 0.32 0.4% 80.36
Low 78.88 76.45 -2.43 -3.1% 76.45
Close 80.09 76.71 -3.38 -4.2% 76.71
Range 1.16 3.91 2.75 237.1% 3.91
ATR 2.09 2.22 0.13 6.2% 0.00
Volume 4,074 7,449 3,375 82.8% 18,656
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.57 87.05 78.86
R3 85.66 83.14 77.79
R2 81.75 81.75 77.43
R1 79.23 79.23 77.07 78.67
PP 77.84 77.84 77.84 77.56
S1 75.32 75.32 76.35 74.76
S2 73.93 73.93 75.99
S3 70.02 71.41 75.63
S4 66.11 67.50 74.56
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.57 87.05 78.86
R3 85.66 83.14 77.79
R2 81.75 81.75 77.43
R1 79.23 79.23 77.07 78.54
PP 77.84 77.84 77.84 77.49
S1 75.32 75.32 76.35 74.63
S2 73.93 73.93 75.99
S3 70.02 71.41 75.63
S4 66.11 67.50 74.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.36 76.45 3.91 5.1% 2.31 3.0% 7% True True 4,462
10 80.36 72.06 8.30 10.8% 1.95 2.5% 56% True False 5,441
20 86.81 72.06 14.75 19.2% 2.09 2.7% 32% False False 5,498
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 0.25
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 96.98
2.618 90.60
1.618 86.69
1.000 84.27
0.618 82.78
HIGH 80.36
0.618 78.87
0.500 78.41
0.382 77.94
LOW 76.45
0.618 74.03
1.000 72.54
1.618 70.12
2.618 66.21
4.250 59.83
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 78.41 78.41
PP 77.84 77.84
S1 77.28 77.28

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

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