NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 19-May-2010
Day Change Summary
Previous Current
18-May-2010 19-May-2010 Change Change % Previous Week
Open 73.87 72.58 -1.29 -1.7% 79.34
High 75.34 73.18 -2.16 -2.9% 82.08
Low 72.17 71.11 -1.06 -1.5% 75.06
Close 72.70 72.48 -0.22 -0.3% 75.43
Range 3.17 2.07 -1.10 -34.7% 7.02
ATR 2.60 2.56 -0.04 -1.5% 0.00
Volume 265,540 413,717 148,177 55.8% 1,259,422
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 78.47 77.54 73.62
R3 76.40 75.47 73.05
R2 74.33 74.33 72.86
R1 73.40 73.40 72.67 72.83
PP 72.26 72.26 72.26 71.97
S1 71.33 71.33 72.29 70.76
S2 70.19 70.19 72.10
S3 68.12 69.26 71.91
S4 66.05 67.19 71.34
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 80.59 71.11 9.48 13.1% 2.84 3.9% 14% False True 311,594
10 83.36 71.11 12.25 16.9% 3.02 4.2% 11% False True 259,661
20 89.77 71.11 18.66 25.7% 2.65 3.7% 7% False True 210,682
40 89.77 71.11 18.66 25.7% 2.13 2.9% 7% False True 142,780
60 89.77 71.11 18.66 25.7% 2.04 2.8% 7% False True 101,860
80 89.77 71.11 18.66 25.7% 2.07 2.9% 7% False True 78,971
100 89.77 71.11 18.66 25.7% 1.96 2.7% 7% False True 64,223
120 89.77 71.11 18.66 25.7% 1.92 2.7% 7% False True 54,164
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 0.62
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.98
2.618 78.60
1.618 76.53
1.000 75.25
0.618 74.46
HIGH 73.18
0.618 72.39
0.500 72.15
0.382 71.90
LOW 71.11
0.618 69.83
1.000 69.04
1.618 67.76
2.618 65.69
4.250 62.31
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 72.37 73.53
PP 72.26 73.18
S1 72.15 72.83

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

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