NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 71.79 70.50 -1.29 -1.8% 76.11
High 72.25 72.52 0.27 0.4% 78.51
Low 69.27 68.91 -0.36 -0.5% 70.83
Close 70.08 69.41 -0.67 -1.0% 71.61
Range 2.98 3.61 0.63 21.1% 7.68
ATR 2.68 2.75 0.07 2.5% 0.00
Volume 373,981 355,833 -18,148 -4.9% 2,498,407
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 81.11 78.87 71.40
R3 77.50 75.26 70.40
R2 73.89 73.89 70.07
R1 71.65 71.65 69.74 70.97
PP 70.28 70.28 70.28 69.94
S1 68.04 68.04 69.08 67.36
S2 66.67 66.67 68.75
S3 63.06 64.43 68.42
S4 59.45 60.82 67.42
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 77.00 68.91 8.09 11.7% 2.99 4.3% 6% False True 435,905
10 82.83 68.91 13.92 20.1% 3.32 4.8% 4% False True 484,294
20 87.15 68.91 18.24 26.3% 2.78 4.0% 3% False True 434,145
40 87.59 68.91 18.68 26.9% 2.24 3.2% 3% False True 305,819
60 87.59 68.91 18.68 26.9% 2.17 3.1% 3% False True 223,291
80 87.59 68.91 18.68 26.9% 2.20 3.2% 3% False True 177,613
100 87.59 68.91 18.68 26.9% 2.11 3.0% 3% False True 147,011
120 87.59 68.91 18.68 26.9% 2.10 3.0% 3% False True 126,413
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.77
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 87.86
2.618 81.97
1.618 78.36
1.000 76.13
0.618 74.75
HIGH 72.52
0.618 71.14
0.500 70.72
0.382 70.29
LOW 68.91
0.618 66.68
1.000 65.30
1.618 63.07
2.618 59.46
4.250 53.57
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 70.72 71.52
PP 70.28 70.82
S1 69.85 70.11

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

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