NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 89.02 85.33 -3.69 -4.1% 87.10
High 89.33 86.01 -3.32 -3.7% 88.57
Low 85.57 82.36 -3.21 -3.8% 83.80
Close 85.76 82.99 -2.77 -3.2% 88.36
Range 3.76 3.65 -0.11 -2.9% 4.77
ATR 1.95 2.07 0.12 6.2% 0.00
Volume 152,700 204,854 52,154 34.2% 753,750
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 94.74 92.51 85.00
R3 91.09 88.86 83.99
R2 87.44 87.44 83.66
R1 85.21 85.21 83.32 84.50
PP 83.79 83.79 83.79 83.43
S1 81.56 81.56 82.66 80.85
S2 80.14 80.14 82.32
S3 76.49 77.91 81.99
S4 72.84 74.26 80.98
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 101.22 99.56 90.98
R3 96.45 94.79 89.67
R2 91.68 91.68 89.23
R1 90.02 90.02 88.80 90.85
PP 86.91 86.91 86.91 87.33
S1 85.25 85.25 87.92 86.08
S2 82.14 82.14 87.49
S3 77.37 80.48 87.05
S4 72.60 75.71 85.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.77 82.36 7.41 8.9% 2.54 3.1% 9% False True 177,489
10 89.77 82.36 7.41 8.9% 2.29 2.8% 9% False True 161,704
20 89.77 82.36 7.41 8.9% 1.98 2.4% 9% False True 138,894
40 89.77 79.70 10.07 12.1% 1.84 2.2% 33% False False 83,823
60 89.77 74.04 15.73 19.0% 1.87 2.3% 57% False False 60,274
80 89.77 71.64 18.13 21.8% 1.92 2.3% 63% False False 47,369
100 89.77 71.64 18.13 21.8% 1.81 2.2% 63% False False 38,598
120 89.77 71.64 18.13 21.8% 1.79 2.2% 63% False False 32,716
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 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.52
2.618 95.57
1.618 91.92
1.000 89.66
0.618 88.27
HIGH 86.01
0.618 84.62
0.500 84.19
0.382 83.75
LOW 82.36
0.618 80.10
1.000 78.71
1.618 76.45
2.618 72.80
4.250 66.85
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 84.19 86.07
PP 83.79 85.04
S1 83.39 84.02

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

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