NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 73.99 71.79 -2.20 -3.0% 76.11
High 74.13 72.25 -1.88 -2.5% 78.51
Low 70.83 69.27 -1.56 -2.2% 70.83
Close 71.61 70.08 -1.53 -2.1% 71.61
Range 3.30 2.98 -0.32 -9.7% 7.68
ATR 2.66 2.68 0.02 0.9% 0.00
Volume 532,331 373,981 -158,350 -29.7% 2,498,407
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 79.47 77.76 71.72
R3 76.49 74.78 70.90
R2 73.51 73.51 70.63
R1 71.80 71.80 70.35 71.17
PP 70.53 70.53 70.53 70.22
S1 68.82 68.82 69.81 68.19
S2 67.55 67.55 69.53
S3 64.57 65.84 69.26
S4 61.59 62.86 68.44
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 77.68 69.27 8.41 12.0% 2.74 3.9% 10% False True 454,170
10 86.24 69.27 16.97 24.2% 3.38 4.8% 5% False True 481,183
20 87.15 69.27 17.88 25.5% 2.67 3.8% 5% False True 434,112
40 87.59 69.27 18.32 26.1% 2.23 3.2% 4% False True 298,701
60 87.59 69.27 18.32 26.1% 2.12 3.0% 4% False True 218,235
80 87.59 69.27 18.32 26.1% 2.19 3.1% 4% False True 173,519
100 87.59 69.27 18.32 26.1% 2.09 3.0% 4% False True 143,603
120 87.59 69.27 18.32 26.1% 2.09 3.0% 4% False True 123,545
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.92
2.618 80.05
1.618 77.07
1.000 75.23
0.618 74.09
HIGH 72.25
0.618 71.11
0.500 70.76
0.382 70.41
LOW 69.27
0.618 67.43
1.000 66.29
1.618 64.45
2.618 61.47
4.250 56.61
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 70.76 72.86
PP 70.53 71.93
S1 70.31 71.01

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

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