NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 10-May-2010
Day Change Summary
Previous Current
07-May-2010 10-May-2010 Change Change % Previous Week
Open 76.95 76.11 -0.84 -1.1% 86.20
High 78.19 78.51 0.32 0.4% 87.15
Low 74.51 75.80 1.29 1.7% 74.51
Close 75.11 76.80 1.69 2.3% 75.11
Range 3.68 2.71 -0.97 -26.4% 12.64
ATR 2.55 2.61 0.06 2.4% 0.00
Volume 605,011 601,534 -3,477 -0.6% 2,331,588
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 85.17 83.69 78.29
R3 82.46 80.98 77.55
R2 79.75 79.75 77.30
R1 78.27 78.27 77.05 79.01
PP 77.04 77.04 77.04 77.41
S1 75.56 75.56 76.55 76.30
S2 74.33 74.33 76.30
S3 71.62 72.85 76.05
S4 68.91 70.14 75.31
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 116.84 108.62 82.06
R3 104.20 95.98 78.59
R2 91.56 91.56 77.43
R1 83.34 83.34 76.27 81.13
PP 78.92 78.92 78.92 77.82
S1 70.70 70.70 73.95 68.49
S2 66.28 66.28 72.79
S3 53.64 58.06 71.63
S4 41.00 45.42 68.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.24 74.51 11.73 15.3% 4.01 5.2% 20% False False 508,196
10 87.15 74.51 12.64 16.5% 3.01 3.9% 18% False False 452,747
20 87.26 74.51 12.75 16.6% 2.50 3.2% 18% False False 401,863
40 87.59 74.51 13.08 17.0% 2.13 2.8% 18% False False 250,716
60 87.59 74.22 13.37 17.4% 2.09 2.7% 19% False False 183,698
80 87.59 70.75 16.84 21.9% 2.14 2.8% 36% False False 147,277
100 87.59 70.75 16.84 21.9% 2.04 2.7% 36% False False 121,925
120 87.59 70.75 16.84 21.9% 2.05 2.7% 36% False False 105,202
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 0.53
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 90.03
2.618 85.60
1.618 82.89
1.000 81.22
0.618 80.18
HIGH 78.51
0.618 77.47
0.500 77.16
0.382 76.84
LOW 75.80
0.618 74.13
1.000 73.09
1.618 71.42
2.618 68.71
4.250 64.28
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 77.16 77.45
PP 77.04 77.23
S1 76.92 77.02

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

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