NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 76.11 77.26 1.15 1.5% 86.20
High 78.51 77.68 -0.83 -1.1% 87.15
Low 75.80 75.36 -0.44 -0.6% 74.51
Close 76.80 76.37 -0.43 -0.6% 75.11
Range 2.71 2.32 -0.39 -14.4% 12.64
ATR 2.61 2.59 -0.02 -0.8% 0.00
Volume 601,534 447,158 -154,376 -25.7% 2,331,588
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 83.43 82.22 77.65
R3 81.11 79.90 77.01
R2 78.79 78.79 76.80
R1 77.58 77.58 76.58 77.03
PP 76.47 76.47 76.47 76.19
S1 75.26 75.26 76.16 74.71
S2 74.15 74.15 75.94
S3 71.83 72.94 75.73
S4 69.51 70.62 75.09
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 82.83 74.51 8.32 10.9% 3.64 4.8% 22% False False 532,683
10 87.15 74.51 12.64 16.6% 2.98 3.9% 15% False False 463,750
20 87.26 74.51 12.75 16.7% 2.53 3.3% 15% False False 409,793
40 87.59 74.51 13.08 17.1% 2.13 2.8% 14% False False 260,143
60 87.59 74.51 13.08 17.1% 2.09 2.7% 14% False False 190,271
80 87.59 70.75 16.84 22.1% 2.15 2.8% 33% False False 152,384
100 87.59 70.75 16.84 22.1% 2.05 2.7% 33% False False 126,258
120 87.59 70.75 16.84 22.1% 2.05 2.7% 33% False False 108,803
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 0.52
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 87.54
2.618 83.75
1.618 81.43
1.000 80.00
0.618 79.11
HIGH 77.68
0.618 76.79
0.500 76.52
0.382 76.25
LOW 75.36
0.618 73.93
1.000 73.04
1.618 71.61
2.618 69.29
4.250 65.50
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 76.52 76.51
PP 76.47 76.46
S1 76.42 76.42

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

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