NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 72.58 72.75 0.17 0.2% 79.34
High 73.18 73.28 0.10 0.1% 82.08
Low 71.11 68.85 -2.26 -3.2% 75.06
Close 72.48 70.80 -1.68 -2.3% 75.43
Range 2.07 4.43 2.36 114.0% 7.02
ATR 2.56 2.70 0.13 5.2% 0.00
Volume 413,717 514,193 100,476 24.3% 1,259,422
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 84.27 81.96 73.24
R3 79.84 77.53 72.02
R2 75.41 75.41 71.61
R1 73.10 73.10 71.21 72.04
PP 70.98 70.98 70.98 70.45
S1 68.67 68.67 70.39 67.61
S2 66.55 66.55 69.99
S3 62.12 64.24 69.58
S4 57.69 59.81 68.36
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 78.78 68.85 9.93 14.0% 3.31 4.7% 20% False True 355,675
10 82.08 68.85 13.23 18.7% 2.90 4.1% 15% False True 291,941
20 89.77 68.85 20.92 29.5% 2.76 3.9% 9% False True 227,553
40 89.77 68.85 20.92 29.5% 2.21 3.1% 9% False True 155,027
60 89.77 68.85 20.92 29.5% 2.08 2.9% 9% False True 110,220
80 89.77 68.85 20.92 29.5% 2.11 3.0% 9% False True 85,305
100 89.77 68.85 20.92 29.5% 1.99 2.8% 9% False True 69,338
120 89.77 68.85 20.92 29.5% 1.94 2.7% 9% False True 58,413
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 92.11
2.618 84.88
1.618 80.45
1.000 77.71
0.618 76.02
HIGH 73.28
0.618 71.59
0.500 71.07
0.382 70.54
LOW 68.85
0.618 66.11
1.000 64.42
1.618 61.68
2.618 57.25
4.250 50.02
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 71.07 72.10
PP 70.98 71.66
S1 70.89 71.23

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

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