NYMEX Light Sweet Crude Oil Future February 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	80.59	77.23	-3.36	-4.2%	78.10
High	80.28	79.10	-1.18	-1.5%	80.28
Low	79.70	77.10	-2.60	-3.3%	77.10
Close	80.60	77.23	-3.37	-4.2%	77.23
Range	0.58	2.00	1.42	244.8%	3.18
ATR
Volume	2,674	4,062	1,388	51.9%	10,752

Daily Pivots for day following 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.81	82.52	78.33
R3	81.81	80.52	77.78
R2	79.81	79.81	77.60
R1	78.52	78.52	77.41	78.23
PP	77.81	77.81	77.81	77.67
S1	76.52	76.52	77.05	76.23
S2	75.81	75.81	76.86
S3	73.81	74.52	76.68
S4	71.81	72.52	76.13

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.74	85.67	78.98
R3	84.56	82.49	78.10
R2	81.38	81.38	77.81
R1	79.31	79.31	77.52	78.76
PP	78.20	78.20	78.20	77.93
S1	76.13	76.13	76.94	75.58
S2	75.02	75.02	76.65
S3	71.84	72.95	76.36
S4	68.66	69.77	75.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.28	77.10	3.18	4.1%	0.79	1.0%	4%	False	True	2,401
10	80.28	72.76	7.52	9.7%	1.04	1.3%	59%	False	False	2,912

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.01
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	87.60
2.618	84.34
1.618	82.34
1.000	81.10
0.618	80.34
HIGH	79.10
0.618	78.34
0.500	78.10
0.382	77.86
LOW	77.10
0.618	75.86
1.000	75.10
1.618	73.86
2.618	71.86
4.250	68.60

Fisher Pivots for day following 04-Jun-2010
Pivot	1 day	3 day
R1	78.10	78.69
PP	77.81	78.20
S1	77.52	77.72

Download as Excel Spreadsheet

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

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