NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 19-May-2010
Day Change Summary
Previous Current
18-May-2010 19-May-2010 Change Change % Previous Week
Open 76.73 75.13 -1.60 -2.1% 83.17
High 77.84 75.44 -2.40 -3.1% 84.50
Low 74.97 73.54 -1.43 -1.9% 78.66
Close 75.48 74.70 -0.78 -1.0% 78.98
Range 2.87 1.90 -0.97 -33.8% 5.84
ATR 2.45 2.42 -0.04 -1.5% 0.00
Volume 44,564 46,604 2,040 4.6% 205,446
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 80.26 79.38 75.75
R3 78.36 77.48 75.22
R2 76.46 76.46 75.05
R1 75.58 75.58 74.87 75.07
PP 74.56 74.56 74.56 74.31
S1 73.68 73.68 74.53 73.17
S2 72.66 72.66 74.35
S3 70.76 71.78 74.18
S4 68.86 69.88 73.66
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 73.54 10.96 14.7% 2.82 3.8% 11% False True 47,100
10 85.75 73.54 12.21 16.3% 2.83 3.8% 10% False True 43,823
20 92.21 73.54 18.67 25.0% 2.48 3.3% 6% False True 41,714
40 92.21 73.54 18.67 25.0% 1.94 2.6% 6% False True 32,585
60 92.21 73.54 18.67 25.0% 1.85 2.5% 6% False True 24,525
80 92.21 72.43 19.78 26.5% 1.85 2.5% 11% False False 19,872
100 92.21 72.43 19.78 26.5% 1.69 2.3% 11% False False 16,491
120 92.21 72.43 19.78 26.5% 1.59 2.1% 11% False False 14,212
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.60
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 83.52
2.618 80.41
1.618 78.51
1.000 77.34
0.618 76.61
HIGH 75.44
0.618 74.71
0.500 74.49
0.382 74.27
LOW 73.54
0.618 72.37
1.000 71.64
1.618 70.47
2.618 68.57
4.250 65.47
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 74.63 76.37
PP 74.56 75.81
S1 74.49 75.26

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

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