NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 69.52 70.62 1.10 1.6% 75.63
High 71.23 70.96 -0.27 -0.4% 75.94
Low 69.00 69.57 0.57 0.8% 68.85
Close 70.04 70.21 0.17 0.2% 70.04
Range 2.23 1.39 -0.84 -37.7% 7.09
ATR 2.66 2.57 -0.09 -3.4% 0.00
Volume 553,741 449,427 -104,314 -18.8% 1,996,271
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 74.42 73.70 70.97
R3 73.03 72.31 70.59
R2 71.64 71.64 70.46
R1 70.92 70.92 70.34 70.59
PP 70.25 70.25 70.25 70.08
S1 69.53 69.53 70.08 69.20
S2 68.86 68.86 69.96
S3 67.47 68.14 69.83
S4 66.08 66.75 69.45
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 75.34 68.85 6.49 9.2% 2.66 3.8% 21% False False 439,323
10 81.24 68.85 12.39 17.6% 2.63 3.7% 11% False False 348,342
20 89.77 68.85 20.92 29.8% 2.76 3.9% 7% False False 265,638
40 89.77 68.85 20.92 29.8% 2.22 3.2% 7% False False 178,634
60 89.77 68.85 20.92 29.8% 2.06 2.9% 7% False False 126,520
80 89.77 68.85 20.92 29.8% 2.11 3.0% 7% False False 97,595
100 89.77 68.85 20.92 29.8% 2.00 2.8% 7% False False 79,328
120 89.77 68.85 20.92 29.8% 1.93 2.8% 7% False False 66,696
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 76.87
2.618 74.60
1.618 73.21
1.000 72.35
0.618 71.82
HIGH 70.96
0.618 70.43
0.500 70.27
0.382 70.10
LOW 69.57
0.618 68.71
1.000 68.18
1.618 67.32
2.618 65.93
4.250 63.66
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 70.27 71.07
PP 70.25 70.78
S1 70.23 70.50

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

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