NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 74.79 71.60 -3.19 -4.3% 78.97
High 75.24 73.76 -1.48 -2.0% 79.19
Low 71.27 71.47 0.20 0.3% 71.27
Close 72.79 72.75 -0.04 -0.1% 72.75
Range 3.97 2.29 -1.68 -42.3% 7.92
ATR 2.53 2.51 -0.02 -0.7% 0.00
Volume 62,206 69,429 7,223 11.6% 266,148
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 79.53 78.43 74.01
R3 77.24 76.14 73.38
R2 74.95 74.95 73.17
R1 73.85 73.85 72.96 74.40
PP 72.66 72.66 72.66 72.94
S1 71.56 71.56 72.54 72.11
S2 70.37 70.37 72.33
S3 68.08 69.27 72.12
S4 65.79 66.98 71.49
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 98.16 93.38 77.11
R3 90.24 85.46 74.93
R2 82.32 82.32 74.20
R1 77.54 77.54 73.48 75.97
PP 74.40 74.40 74.40 73.62
S1 69.62 69.62 72.02 68.05
S2 66.48 66.48 71.30
S3 58.56 61.70 70.57
S4 50.64 53.78 68.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.19 71.27 7.92 10.9% 2.86 3.9% 19% False False 53,229
10 84.50 71.27 13.23 18.2% 2.61 3.6% 11% False False 47,159
20 92.21 71.27 20.94 28.8% 2.59 3.6% 7% False False 44,226
40 92.21 71.27 20.94 28.8% 2.03 2.8% 7% False False 35,524
60 92.21 71.27 20.94 28.8% 1.89 2.6% 7% False False 26,463
80 92.21 71.27 20.94 28.8% 1.90 2.6% 7% False False 21,401
100 92.21 71.27 20.94 28.8% 1.73 2.4% 7% False False 17,788
120 92.21 71.27 20.94 28.8% 1.62 2.2% 7% False False 15,276
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.49
2.618 79.76
1.618 77.47
1.000 76.05
0.618 75.18
HIGH 73.76
0.618 72.89
0.500 72.62
0.382 72.34
LOW 71.47
0.618 70.05
1.000 69.18
1.618 67.76
2.618 65.47
4.250 61.74
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 72.71 73.36
PP 72.66 73.15
S1 72.62 72.95

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

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