NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 82.50 78.97 -3.53 -4.3% 83.17
High 82.50 79.19 -3.31 -4.0% 84.50
Low 78.66 75.90 -2.76 -3.5% 78.66
Close 78.98 76.17 -2.81 -3.6% 78.98
Range 3.84 3.29 -0.55 -14.3% 5.84
ATR 2.36 2.42 0.07 2.8% 0.00
Volume 54,590 43,345 -11,245 -20.6% 205,446
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 86.96 84.85 77.98
R3 83.67 81.56 77.07
R2 80.38 80.38 76.77
R1 78.27 78.27 76.47 77.68
PP 77.09 77.09 77.09 76.79
S1 74.98 74.98 75.87 74.39
S2 73.80 73.80 75.57
S3 70.51 71.69 75.27
S4 67.22 68.40 74.36
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 75.90 8.60 11.3% 2.56 3.4% 3% False True 42,083
10 91.73 75.90 15.83 20.8% 3.09 4.1% 2% False True 42,290
20 92.21 75.90 16.31 21.4% 2.36 3.1% 2% False True 39,563
40 92.21 75.90 16.31 21.4% 1.91 2.5% 2% False True 30,679
60 92.21 75.90 16.31 21.4% 1.82 2.4% 2% False True 23,312
80 92.21 72.43 19.78 26.0% 1.83 2.4% 19% False False 18,856
100 92.21 72.43 19.78 26.0% 1.67 2.2% 19% False False 15,619
120 92.21 72.43 19.78 26.0% 1.57 2.1% 19% False False 13,486
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 0.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.17
2.618 87.80
1.618 84.51
1.000 82.48
0.618 81.22
HIGH 79.19
0.618 77.93
0.500 77.55
0.382 77.16
LOW 75.90
0.618 73.87
1.000 72.61
1.618 70.58
2.618 67.29
4.250 61.92
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 77.55 80.20
PP 77.09 78.86
S1 76.63 77.51

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

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