NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 75.47 73.99 -1.48 -2.0% 76.11
High 76.45 74.13 -2.32 -3.0% 78.51
Low 73.62 70.83 -2.79 -3.8% 70.83
Close 74.40 71.61 -2.79 -3.8% 71.61
Range 2.83 3.30 0.47 16.6% 7.68
ATR 2.58 2.66 0.07 2.7% 0.00
Volume 475,847 532,331 56,484 11.9% 2,498,407
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 82.09 80.15 73.43
R3 78.79 76.85 72.52
R2 75.49 75.49 72.22
R1 73.55 73.55 71.91 72.87
PP 72.19 72.19 72.19 71.85
S1 70.25 70.25 71.31 69.57
S2 68.89 68.89 71.01
S3 65.59 66.95 70.70
S4 62.29 63.65 69.80
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 96.69 91.83 75.83
R3 89.01 84.15 73.72
R2 81.33 81.33 73.02
R1 76.47 76.47 72.31 75.06
PP 73.65 73.65 73.65 72.95
S1 68.79 68.79 70.91 67.38
S2 65.97 65.97 70.20
S3 58.29 61.11 69.50
S4 50.61 53.43 67.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.51 70.83 7.68 10.7% 2.68 3.7% 10% False True 499,681
10 87.15 70.83 16.32 22.8% 3.21 4.5% 5% False True 482,999
20 87.15 70.83 16.32 22.8% 2.64 3.7% 5% False True 433,443
40 87.59 70.83 16.76 23.4% 2.21 3.1% 5% False True 291,444
60 87.59 70.83 16.76 23.4% 2.11 2.9% 5% False True 212,799
80 87.59 70.75 16.84 23.5% 2.18 3.0% 5% False False 169,247
100 87.59 70.75 16.84 23.5% 2.08 2.9% 5% False False 140,072
120 87.59 70.75 16.84 23.5% 2.08 2.9% 5% False False 120,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 88.16
2.618 82.77
1.618 79.47
1.000 77.43
0.618 76.17
HIGH 74.13
0.618 72.87
0.500 72.48
0.382 72.09
LOW 70.83
0.618 68.79
1.000 67.53
1.618 65.49
2.618 62.19
4.250 56.81
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 72.48 73.92
PP 72.19 73.15
S1 71.90 72.38

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

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