NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 79.85 80.14 0.29 0.4% 88.51
High 80.97 80.59 -0.38 -0.5% 89.77
Low 79.05 78.51 -0.54 -0.7% 77.74
Close 80.15 78.99 -1.16 -1.4% 78.51
Range 1.92 2.08 0.16 8.3% 12.03
ATR 2.43 2.40 -0.02 -1.0% 0.00
Volume 218,129 293,788 75,659 34.7% 951,714
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 85.60 84.38 80.13
R3 83.52 82.30 79.56
R2 81.44 81.44 79.37
R1 80.22 80.22 79.18 79.79
PP 79.36 79.36 79.36 79.15
S1 78.14 78.14 78.80 77.71
S2 77.28 77.28 78.61
S3 75.20 76.06 78.42
S4 73.12 73.98 77.85
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 82.08 77.74 4.34 5.5% 2.49 3.1% 29% False False 228,208
10 89.77 77.74 12.03 15.2% 2.85 3.6% 10% False False 206,052
20 89.77 77.74 12.03 15.2% 2.42 3.1% 10% False False 169,591
40 89.77 77.74 12.03 15.2% 2.01 2.5% 10% False False 113,891
60 89.77 77.74 12.03 15.2% 1.96 2.5% 10% False False 81,464
80 89.77 71.64 18.13 23.0% 2.01 2.5% 41% False False 63,541
100 89.77 71.64 18.13 23.0% 1.91 2.4% 41% False False 51,697
120 89.77 71.64 18.13 23.0% 1.87 2.4% 41% False False 43,697
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.43
2.618 86.04
1.618 83.96
1.000 82.67
0.618 81.88
HIGH 80.59
0.618 79.80
0.500 79.55
0.382 79.30
LOW 78.51
0.618 77.22
1.000 76.43
1.618 75.14
2.618 73.06
4.250 69.67
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 79.55 79.88
PP 79.36 79.58
S1 79.18 79.29

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

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