NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 71.60 72.90 1.30 1.8% 78.97
High 73.76 73.49 -0.27 -0.4% 79.19
Low 71.47 72.08 0.61 0.9% 71.27
Close 72.75 72.59 -0.16 -0.2% 72.75
Range 2.29 1.41 -0.88 -38.4% 7.92
ATR 2.51 2.43 -0.08 -3.1% 0.00
Volume 69,429 52,128 -17,301 -24.9% 266,148
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 76.95 76.18 73.37
R3 75.54 74.77 72.98
R2 74.13 74.13 72.85
R1 73.36 73.36 72.72 73.04
PP 72.72 72.72 72.72 72.56
S1 71.95 71.95 72.46 71.63
S2 71.31 71.31 72.33
S3 69.90 70.54 72.20
S4 68.49 69.13 71.81
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 77.84 71.27 6.57 9.1% 2.49 3.4% 20% False False 54,986
10 84.50 71.27 13.23 18.2% 2.53 3.5% 10% False False 48,534
20 92.21 71.27 20.94 28.8% 2.61 3.6% 6% False False 45,307
40 92.21 71.27 20.94 28.8% 2.03 2.8% 6% False False 36,593
60 92.21 71.27 20.94 28.8% 1.88 2.6% 6% False False 27,241
80 92.21 71.27 20.94 28.8% 1.91 2.6% 6% False False 22,010
100 92.21 71.27 20.94 28.8% 1.74 2.4% 6% False False 18,298
120 92.21 71.27 20.94 28.8% 1.61 2.2% 6% False False 15,684
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 79.48
2.618 77.18
1.618 75.77
1.000 74.90
0.618 74.36
HIGH 73.49
0.618 72.95
0.500 72.79
0.382 72.62
LOW 72.08
0.618 71.21
1.000 70.67
1.618 69.80
2.618 68.39
4.250 66.09
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 72.79 73.26
PP 72.72 73.03
S1 72.66 72.81

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

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