NYMEX Light Sweet Crude Oil Future February 2011

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	78.10	79.17	1.07	1.4%	75.33
High	78.53	79.25	0.72	0.9%	79.25
Low	78.27	79.16	0.89	1.1%	72.76
Close	78.10	79.17	1.07	1.4%	79.10
Range	0.26	0.09	-0.17	-65.4%	6.49
ATR
Volume	2,286	1,730	-556	-24.3%	14,475

Daily Pivots for day following 02-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	79.46	79.41	79.22
R3	79.37	79.32	79.19
R2	79.28	79.28	79.19
R1	79.23	79.23	79.18	79.22
PP	79.19	79.19	79.19	79.19
S1	79.14	79.14	79.16	79.13
S2	79.10	79.10	79.15
S3	79.01	79.05	79.15
S4	78.92	78.96	79.12

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	96.51	94.29	82.67
R3	90.02	87.80	80.88
R2	83.53	83.53	80.29
R1	81.31	81.31	79.69	82.42
PP	77.04	77.04	77.04	77.59
S1	74.82	74.82	78.51	75.93
S2	70.55	70.55	77.91
S3	64.06	68.33	77.32
S4	57.57	61.84	75.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.25	74.70	4.55	5.7%	0.90	1.1%	98%	True	False	2,567
10	79.25	72.76	6.49	8.2%	1.04	1.3%	99%	True	False	2,783

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.08
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	79.63
2.618	79.49
1.618	79.40
1.000	79.34
0.618	79.31
HIGH	79.25
0.618	79.22
0.500	79.21
0.382	79.19
LOW	79.16
0.618	79.10
1.000	79.07
1.618	79.01
2.618	78.92
4.250	78.78

Fisher Pivots for day following 02-Jun-2010
Pivot	1 day	3 day
R1	79.21	78.99
PP	79.19	78.81
S1	79.18	78.64

Download as Excel Spreadsheet

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

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