NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 91.51 87.89 -3.62 -4.0% 88.82
High 91.73 88.37 -3.36 -3.7% 90.51
Low 87.95 84.80 -3.15 -3.6% 86.64
Close 88.15 85.47 -2.68 -3.0% 90.41
Range 3.78 3.57 -0.21 -5.6% 3.87
ATR 1.80 1.92 0.13 7.0% 0.00
Volume 31,624 44,209 12,585 39.8% 202,934
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 96.92 94.77 87.43
R3 93.35 91.20 86.45
R2 89.78 89.78 86.12
R1 87.63 87.63 85.80 86.92
PP 86.21 86.21 86.21 85.86
S1 84.06 84.06 85.14 83.35
S2 82.64 82.64 84.82
S3 79.07 80.49 84.49
S4 75.50 76.92 83.51
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 100.80 99.47 92.54
R3 96.93 95.60 91.47
R2 93.06 93.06 91.12
R1 91.73 91.73 90.76 92.40
PP 89.19 89.19 89.19 89.52
S1 87.86 87.86 90.06 88.53
S2 85.32 85.32 89.70
S3 81.45 83.99 89.35
S4 77.58 80.12 88.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.21 84.80 7.41 8.7% 2.53 3.0% 9% False True 41,357
10 92.21 84.80 7.41 8.7% 2.12 2.5% 9% False True 39,605
20 92.21 84.80 7.41 8.7% 1.79 2.1% 9% False True 37,557
40 92.21 80.45 11.76 13.8% 1.65 1.9% 43% False False 23,837
60 92.21 74.10 18.11 21.2% 1.70 2.0% 63% False False 18,177
80 92.21 72.43 19.78 23.1% 1.65 1.9% 66% False False 14,907
100 92.21 72.43 19.78 23.1% 1.48 1.7% 66% False False 12,356
120 92.21 72.43 19.78 23.1% 1.44 1.7% 66% False False 10,731
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.54
2.618 97.72
1.618 94.15
1.000 91.94
0.618 90.58
HIGH 88.37
0.618 87.01
0.500 86.59
0.382 86.16
LOW 84.80
0.618 82.59
1.000 81.23
1.618 79.02
2.618 75.45
4.250 69.63
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 86.59 88.51
PP 86.21 87.49
S1 85.84 86.48

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

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