NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 78.62 75.63 -2.99 -3.8% 79.34
High 78.78 75.94 -2.84 -3.6% 82.08
Low 75.06 72.77 -2.29 -3.1% 75.06
Close 75.43 73.22 -2.21 -2.9% 75.43
Range 3.72 3.17 -0.55 -14.8% 7.02
ATR 2.51 2.56 0.05 1.9% 0.00
Volume 335,848 249,080 -86,768 -25.8% 1,259,422
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 83.49 81.52 74.96
R3 80.32 78.35 74.09
R2 77.15 77.15 73.80
R1 75.18 75.18 73.51 74.58
PP 73.98 73.98 73.98 73.68
S1 72.01 72.01 72.93 71.41
S2 70.81 70.81 72.64
S3 67.64 68.84 72.35
S4 64.47 65.67 71.48
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 98.58 94.03 79.29
R3 91.56 87.01 77.36
R2 84.54 84.54 76.72
R1 79.99 79.99 76.07 78.76
PP 77.52 77.52 77.52 76.91
S1 72.97 72.97 74.79 71.74
S2 70.50 70.50 74.14
S3 63.48 65.95 73.50
S4 56.46 58.93 71.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.24 72.77 8.47 11.6% 2.61 3.6% 5% False True 257,361
10 89.33 72.77 16.56 22.6% 3.24 4.4% 3% False True 227,491
20 89.77 72.77 17.00 23.2% 2.52 3.4% 3% False True 187,379
40 89.77 72.77 17.00 23.2% 2.10 2.9% 3% False True 127,017
60 89.77 72.77 17.00 23.2% 2.00 2.7% 3% False True 90,914
80 89.77 71.64 18.13 24.8% 2.05 2.8% 9% False False 70,662
100 89.77 71.64 18.13 24.8% 1.94 2.7% 9% False False 57,483
120 89.77 71.64 18.13 24.8% 1.91 2.6% 9% False False 48,547
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 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.41
2.618 84.24
1.618 81.07
1.000 79.11
0.618 77.90
HIGH 75.94
0.618 74.73
0.500 74.36
0.382 73.98
LOW 72.77
0.618 70.81
1.000 69.60
1.618 67.64
2.618 64.47
4.250 59.30
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 74.36 76.68
PP 73.98 75.53
S1 73.60 74.37

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

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