NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 77.26 75.89 -1.37 -1.8% 86.20
High 77.68 77.00 -0.68 -0.9% 87.15
Low 75.36 74.75 -0.61 -0.8% 74.51
Close 76.37 75.65 -0.72 -0.9% 75.11
Range 2.32 2.25 -0.07 -3.0% 12.64
ATR 2.59 2.57 -0.02 -0.9% 0.00
Volume 447,158 441,537 -5,621 -1.3% 2,331,588
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 82.55 81.35 76.89
R3 80.30 79.10 76.27
R2 78.05 78.05 76.06
R1 76.85 76.85 75.86 76.33
PP 75.80 75.80 75.80 75.54
S1 74.60 74.60 75.44 74.08
S2 73.55 73.55 75.24
S3 71.30 72.35 75.03
S4 69.05 70.10 74.41
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 80.39 74.51 5.88 7.8% 3.35 4.4% 19% False False 521,505
10 87.15 74.51 12.64 16.7% 2.99 4.0% 9% False False 461,620
20 87.26 74.51 12.75 16.9% 2.53 3.3% 9% False False 412,413
40 87.59 74.51 13.08 17.3% 2.12 2.8% 9% False False 269,915
60 87.59 74.51 13.08 17.3% 2.07 2.7% 9% False False 197,057
80 87.59 70.75 16.84 22.3% 2.16 2.9% 29% False False 157,506
100 87.59 70.75 16.84 22.3% 2.06 2.7% 29% False False 130,404
120 87.59 70.75 16.84 22.3% 2.06 2.7% 29% False False 112,370
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 0.58
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 86.56
2.618 82.89
1.618 80.64
1.000 79.25
0.618 78.39
HIGH 77.00
0.618 76.14
0.500 75.88
0.382 75.61
LOW 74.75
0.618 73.36
1.000 72.50
1.618 71.11
2.618 68.86
4.250 65.19
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 75.88 76.63
PP 75.80 76.30
S1 75.73 75.98

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

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