NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 85.33 82.70 -2.63 -3.1% 87.10
High 86.01 83.36 -2.65 -3.1% 88.57
Low 82.36 77.75 -4.61 -5.6% 83.80
Close 82.99 80.18 -2.81 -3.4% 88.36
Range 3.65 5.61 1.96 53.7% 4.77
ATR 2.07 2.33 0.25 12.2% 0.00
Volume 204,854 191,388 -13,466 -6.6% 753,750
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 97.26 94.33 83.27
R3 91.65 88.72 81.72
R2 86.04 86.04 81.21
R1 83.11 83.11 80.69 81.77
PP 80.43 80.43 80.43 79.76
S1 77.50 77.50 79.67 76.16
S2 74.82 74.82 79.15
S3 69.21 71.89 78.64
S4 63.60 66.28 77.09
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 77.75 12.02 15.0% 3.21 4.0% 20% False True 183,897
10 89.77 77.75 12.02 15.0% 2.63 3.3% 20% False True 163,164
20 89.77 77.75 12.02 15.0% 2.20 2.7% 20% False True 145,139
40 89.77 77.75 12.02 15.0% 1.92 2.4% 20% False True 88,077
60 89.77 74.57 15.20 19.0% 1.93 2.4% 37% False False 63,320
80 89.77 71.64 18.13 22.6% 1.97 2.5% 47% False False 49,677
100 89.77 71.64 18.13 22.6% 1.85 2.3% 47% False False 40,487
120 89.77 71.64 18.13 22.6% 1.83 2.3% 47% False False 34,290
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 193 trading days
Fibonacci Retracements and Extensions
4.250 107.20
2.618 98.05
1.618 92.44
1.000 88.97
0.618 86.83
HIGH 83.36
0.618 81.22
0.500 80.56
0.382 79.89
LOW 77.75
0.618 74.28
1.000 72.14
1.618 68.67
2.618 63.06
4.250 53.91
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 80.56 83.54
PP 80.43 82.42
S1 80.31 81.30

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

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