NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 72.00 72.63 0.63 0.9% 78.97
High 73.56 76.67 3.11 4.2% 79.19
Low 71.27 72.63 1.36 1.9% 71.27
Close 73.36 76.50 3.14 4.3% 72.75
Range 2.29 4.04 1.75 76.4% 7.92
ATR 2.47 2.59 0.11 4.5% 0.00
Volume 49,754 42,662 -7,092 -14.3% 266,148
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 87.39 85.98 78.72
R3 83.35 81.94 77.61
R2 79.31 79.31 77.24
R1 77.90 77.90 76.87 78.61
PP 75.27 75.27 75.27 75.62
S1 73.86 73.86 76.13 74.57
S2 71.23 71.23 75.76
S3 67.19 69.82 75.39
S4 63.15 65.78 74.28
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 76.67 69.62 7.05 9.2% 2.54 3.3% 98% True False 49,501
10 82.50 69.62 12.88 16.8% 2.86 3.7% 53% False False 49,881
20 92.21 69.62 22.59 29.5% 2.78 3.6% 30% False False 45,310
40 92.21 69.62 22.59 29.5% 2.15 2.8% 30% False False 39,067
60 92.21 69.62 22.59 29.5% 1.93 2.5% 30% False False 28,978
80 92.21 69.62 22.59 29.5% 1.96 2.6% 30% False False 23,417
100 92.21 69.62 22.59 29.5% 1.81 2.4% 30% False False 19,521
120 92.21 69.62 22.59 29.5% 1.67 2.2% 30% False False 16,659
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 93.84
2.618 87.25
1.618 83.21
1.000 80.71
0.618 79.17
HIGH 76.67
0.618 75.13
0.500 74.65
0.382 74.17
LOW 72.63
0.618 70.13
1.000 68.59
1.618 66.09
2.618 62.05
4.250 55.46
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 75.88 75.38
PP 75.27 74.26
S1 74.65 73.15

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

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