NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 75.63 73.87 -1.76 -2.3% 79.34
High 75.94 75.34 -0.60 -0.8% 82.08
Low 72.77 72.17 -0.60 -0.8% 75.06
Close 73.22 72.70 -0.52 -0.7% 75.43
Range 3.17 3.17 0.00 0.0% 7.02
ATR 2.56 2.60 0.04 1.7% 0.00
Volume 249,080 265,540 16,460 6.6% 1,259,422
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 82.91 80.98 74.44
R3 79.74 77.81 73.57
R2 76.57 76.57 73.28
R1 74.64 74.64 72.99 74.02
PP 73.40 73.40 73.40 73.10
S1 71.47 71.47 72.41 70.85
S2 70.23 70.23 72.12
S3 67.06 68.30 71.83
S4 63.89 65.13 70.96
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 80.97 72.17 8.80 12.1% 2.81 3.9% 6% False True 272,477
10 86.01 72.17 13.84 19.0% 3.18 4.4% 4% False True 238,775
20 89.77 72.17 17.60 24.2% 2.62 3.6% 3% False True 196,038
40 89.77 72.17 17.60 24.2% 2.11 2.9% 3% False True 133,068
60 89.77 72.17 17.60 24.2% 2.04 2.8% 3% False True 95,185
80 89.77 71.64 18.13 24.9% 2.06 2.8% 6% False False 73,918
100 89.77 71.64 18.13 24.9% 1.96 2.7% 6% False False 60,110
120 89.77 71.64 18.13 24.9% 1.92 2.6% 6% False False 50,734
Crabel Price Patterns
NR False
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 0.63
Fibonacci Retracements and Extensions
4.250 88.81
2.618 83.64
1.618 80.47
1.000 78.51
0.618 77.30
HIGH 75.34
0.618 74.13
0.500 73.76
0.382 73.38
LOW 72.17
0.618 70.21
1.000 69.00
1.618 67.04
2.618 63.87
4.250 58.70
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 73.76 75.48
PP 73.40 74.55
S1 73.05 73.63

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

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