NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 70.06 70.74 0.68 1.0% 75.63
High 71.70 74.75 3.05 4.3% 75.94
Low 69.21 70.67 1.46 2.1% 68.85
Close 71.51 74.55 3.04 4.3% 70.04
Range 2.49 4.08 1.59 63.9% 7.09
ATR 2.63 2.73 0.10 3.9% 0.00
Volume 395,399 405,519 10,120 2.6% 1,996,271
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 85.56 84.14 76.79
R3 81.48 80.06 75.67
R2 77.40 77.40 75.30
R1 75.98 75.98 74.92 76.69
PP 73.32 73.32 73.32 73.68
S1 71.90 71.90 74.18 72.61
S2 69.24 69.24 73.80
S3 65.16 67.82 73.43
S4 61.08 63.74 72.31
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 74.75 67.15 7.60 10.2% 2.62 3.5% 97% True False 416,781
10 78.78 67.15 11.63 15.6% 2.96 4.0% 64% False False 386,228
20 89.77 67.15 22.62 30.3% 2.91 3.9% 33% False False 296,140
40 89.77 67.15 22.62 30.3% 2.33 3.1% 33% False False 203,254
60 89.77 67.15 22.62 30.3% 2.11 2.8% 33% False False 143,848
80 89.77 67.15 22.62 30.3% 2.14 2.9% 33% False False 110,811
100 89.77 67.15 22.62 30.3% 2.06 2.8% 33% False False 90,047
120 89.77 67.15 22.62 30.3% 1.98 2.7% 33% False False 75,616
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 92.09
2.618 85.43
1.618 81.35
1.000 78.83
0.618 77.27
HIGH 74.75
0.618 73.19
0.500 72.71
0.382 72.23
LOW 70.67
0.618 68.15
1.000 66.59
1.618 64.07
2.618 59.99
4.250 53.33
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 73.94 73.35
PP 73.32 72.15
S1 72.71 70.95

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

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