NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 85.58 86.20 0.62 0.7% 85.22
High 86.50 87.15 0.65 0.8% 86.50
Low 85.16 85.83 0.67 0.8% 81.29
Close 86.15 86.19 0.04 0.0% 86.15
Range 1.34 1.32 -0.02 -1.5% 5.21
ATR 1.98 1.93 -0.05 -2.4% 0.00
Volume 393,689 392,139 -1,550 -0.4% 1,916,899
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 90.35 89.59 86.92
R3 89.03 88.27 86.55
R2 87.71 87.71 86.43
R1 86.95 86.95 86.31 86.67
PP 86.39 86.39 86.39 86.25
S1 85.63 85.63 86.07 85.35
S2 85.07 85.07 85.95
S3 83.75 84.31 85.83
S4 82.43 82.99 85.46
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 100.28 98.42 89.02
R3 95.07 93.21 87.58
R2 89.86 89.86 87.11
R1 88.00 88.00 86.63 88.93
PP 84.65 84.65 84.65 85.11
S1 82.79 82.79 85.67 83.72
S2 79.44 79.44 85.19
S3 74.23 77.58 84.72
S4 69.02 72.37 83.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.15 81.29 5.86 6.8% 2.01 2.3% 84% True False 397,297
10 87.15 81.29 5.86 6.8% 1.96 2.3% 84% True False 387,041
20 87.59 81.29 6.30 7.3% 1.86 2.2% 78% False False 318,028
40 87.59 79.27 8.32 9.7% 1.85 2.1% 83% False False 195,230
60 87.59 70.75 16.84 19.5% 1.98 2.3% 92% False False 145,714
80 87.59 70.75 16.84 19.5% 2.00 2.3% 92% False False 117,285
100 87.59 70.75 16.84 19.5% 1.94 2.3% 92% False False 97,968
120 87.59 70.75 16.84 19.5% 1.97 2.3% 92% False False 84,675
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.47
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 92.76
2.618 90.61
1.618 89.29
1.000 88.47
0.618 87.97
HIGH 87.15
0.618 86.65
0.500 86.49
0.382 86.33
LOW 85.83
0.618 85.01
1.000 84.51
1.618 83.69
2.618 82.37
4.250 80.22
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 86.49 85.82
PP 86.39 85.45
S1 86.29 85.08

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

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