NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 83.83 82.50 -1.33 -1.6% 83.17
High 84.50 82.50 -2.00 -2.4% 84.50
Low 82.32 78.66 -3.66 -4.4% 78.66
Close 82.70 78.98 -3.72 -4.5% 78.98
Range 2.18 3.84 1.66 76.1% 5.84
ATR 2.23 2.36 0.13 5.8% 0.00
Volume 46,400 54,590 8,190 17.7% 205,446
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 91.57 89.11 81.09
R3 87.73 85.27 80.04
R2 83.89 83.89 79.68
R1 81.43 81.43 79.33 80.74
PP 80.05 80.05 80.05 79.70
S1 77.59 77.59 78.63 76.90
S2 76.21 76.21 78.28
S3 72.37 73.75 77.92
S4 68.53 69.91 76.87
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 98.23 94.45 82.19
R3 92.39 88.61 80.59
R2 86.55 86.55 80.05
R1 82.77 82.77 79.52 81.74
PP 80.71 80.71 80.71 80.20
S1 76.93 76.93 78.44 75.90
S2 74.87 74.87 77.91
S3 69.03 71.09 77.37
S4 63.19 65.25 75.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.50 78.66 5.84 7.4% 2.35 3.0% 5% False True 41,089
10 92.21 78.66 13.55 17.2% 2.95 3.7% 2% False True 41,544
20 92.21 78.66 13.55 17.2% 2.29 2.9% 2% False True 39,068
40 92.21 78.66 13.55 17.2% 1.88 2.4% 2% False True 29,863
60 92.21 78.66 13.55 17.2% 1.79 2.3% 2% False True 22,694
80 92.21 72.43 19.78 25.0% 1.80 2.3% 33% False False 18,387
100 92.21 72.43 19.78 25.0% 1.64 2.1% 33% False False 15,225
120 92.21 72.43 19.78 25.0% 1.54 2.0% 33% False False 13,138
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 0.57
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 98.82
2.618 92.55
1.618 88.71
1.000 86.34
0.618 84.87
HIGH 82.50
0.618 81.03
0.500 80.58
0.382 80.13
LOW 78.66
0.618 76.29
1.000 74.82
1.618 72.45
2.618 68.61
4.250 62.34
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 80.58 81.58
PP 80.05 80.71
S1 79.51 79.85

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

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