NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 08-Jun-2010

Day Change Summary
	Previous	Current
	07-Jun-2010	08-Jun-2010	Change	Change %	Previous Week
Open	77.49	77.35	-0.14	-0.2%	78.10
High	77.93	77.58	-0.35	-0.4%	80.28
Low	75.87	77.17	1.30	1.7%	77.10
Close	77.49	77.29	-0.20	-0.3%	77.23
Range	2.06	0.41	-1.65	-80.1%	3.18
ATR	1.93	1.82	-0.11	-5.6%	0.00
Volume	1,734	3,426	1,692	97.6%	10,752

Daily Pivots for day following 08-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	78.58	78.34	77.52
R3	78.17	77.93	77.40
R2	77.76	77.76	77.37
R1	77.52	77.52	77.33	77.44
PP	77.35	77.35	77.35	77.30
S1	77.11	77.11	77.25	77.03
S2	76.94	76.94	77.21
S3	76.53	76.70	77.18
S4	76.12	76.29	77.06

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	75.87	4.41	5.7%	1.03	1.3%	32%	False	False	2,725
10	80.28	72.76	7.52	9.7%	1.08	1.4%	60%	False	False	2,718

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.03
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	79.32
2.618	78.65
1.618	78.24
1.000	77.99
0.618	77.83
HIGH	77.58
0.618	77.42
0.500	77.38
0.382	77.33
LOW	77.17
0.618	76.92
1.000	76.76
1.618	76.51
2.618	76.10
4.250	75.43

Fisher Pivots for day following 08-Jun-2010
Pivot	1 day	3 day
R1	77.38	77.49
PP	77.35	77.42
S1	77.32	77.36

Download as Excel Spreadsheet

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

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