NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 72.75 69.52 -3.23 -4.4% 75.63
High 73.28 71.23 -2.05 -2.8% 75.94
Low 68.85 69.00 0.15 0.2% 68.85
Close 70.80 70.04 -0.76 -1.1% 70.04
Range 4.43 2.23 -2.20 -49.7% 7.09
ATR 2.70 2.66 -0.03 -1.2% 0.00
Volume 514,193 553,741 39,548 7.7% 1,996,271
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 76.78 75.64 71.27
R3 74.55 73.41 70.65
R2 72.32 72.32 70.45
R1 71.18 71.18 70.24 71.75
PP 70.09 70.09 70.09 70.38
S1 68.95 68.95 69.84 69.52
S2 67.86 67.86 69.63
S3 65.63 66.72 69.43
S4 63.40 64.49 68.81
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 92.88 88.55 73.94
R3 85.79 81.46 71.99
R2 78.70 78.70 71.34
R1 74.37 74.37 70.69 72.99
PP 71.61 71.61 71.61 70.92
S1 67.28 67.28 69.39 65.90
S2 64.52 64.52 68.74
S3 57.43 60.19 68.09
S4 50.34 53.10 66.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.94 68.85 7.09 10.1% 3.01 4.3% 17% False False 399,254
10 82.08 68.85 13.23 18.9% 2.78 4.0% 9% False False 325,569
20 89.77 68.85 20.92 29.9% 2.77 4.0% 6% False False 248,057
40 89.77 68.85 20.92 29.9% 2.23 3.2% 6% False False 168,198
60 89.77 68.85 20.92 29.9% 2.07 3.0% 6% False False 119,202
80 89.77 68.85 20.92 29.9% 2.12 3.0% 6% False False 92,098
100 89.77 68.85 20.92 29.9% 1.99 2.8% 6% False False 74,853
120 89.77 68.85 20.92 29.9% 1.94 2.8% 6% False False 62,995
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.71
2.618 77.07
1.618 74.84
1.000 73.46
0.618 72.61
HIGH 71.23
0.618 70.38
0.500 70.12
0.382 69.85
LOW 69.00
0.618 67.62
1.000 66.77
1.618 65.39
2.618 63.16
4.250 59.52
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 70.12 71.07
PP 70.09 70.72
S1 70.07 70.38

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

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