NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 79.34 80.81 1.47 1.9% 88.51
High 82.08 81.24 -0.84 -1.0% 89.77
Low 79.21 79.10 -0.11 -0.1% 77.74
Close 80.52 80.22 -0.30 -0.4% 78.51
Range 2.87 2.14 -0.73 -25.4% 12.03
ATR 2.49 2.46 -0.02 -1.0% 0.00
Volume 221,693 189,964 -31,729 -14.3% 951,714
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 86.61 85.55 81.40
R3 84.47 83.41 80.81
R2 82.33 82.33 80.61
R1 81.27 81.27 80.42 80.73
PP 80.19 80.19 80.19 79.92
S1 79.13 79.13 80.02 78.59
S2 78.05 78.05 79.83
S3 75.91 76.99 79.63
S4 73.77 74.85 79.04
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 118.10 110.33 85.13
R3 106.07 98.30 81.82
R2 94.04 94.04 80.72
R1 86.27 86.27 79.61 84.14
PP 82.01 82.01 82.01 80.94
S1 74.24 74.24 77.41 72.11
S2 69.98 69.98 76.30
S3 57.95 62.21 75.20
S4 45.92 50.18 71.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.01 77.74 8.27 10.3% 3.54 4.4% 30% False False 205,073
10 89.77 77.74 12.03 15.0% 2.88 3.6% 21% False False 187,406
20 89.77 77.74 12.03 15.0% 2.38 3.0% 21% False False 160,051
40 89.77 77.74 12.03 15.0% 2.00 2.5% 21% False False 102,134
60 89.77 75.73 14.04 17.5% 1.97 2.5% 32% False False 73,215
80 89.77 71.64 18.13 22.6% 2.01 2.5% 47% False False 57,294
100 89.77 71.64 18.13 22.6% 1.91 2.4% 47% False False 46,680
120 89.77 71.64 18.13 22.6% 1.86 2.3% 47% False False 39,467
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.50
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 90.34
2.618 86.84
1.618 84.70
1.000 83.38
0.618 82.56
HIGH 81.24
0.618 80.42
0.500 80.17
0.382 79.92
LOW 79.10
0.618 77.78
1.000 76.96
1.618 75.64
2.618 73.50
4.250 70.01
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 80.20 80.12
PP 80.19 80.01
S1 80.17 79.91

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

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