NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 72.63 76.74 4.11 5.7% 72.90
High 76.67 77.66 0.99 1.3% 77.66
Low 72.63 75.18 2.55 3.5% 69.62
Close 76.50 76.12 -0.38 -0.5% 76.12
Range 4.04 2.48 -1.56 -38.6% 8.04
ATR 2.59 2.58 -0.01 -0.3% 0.00
Volume 42,662 46,855 4,193 9.8% 224,934
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 83.76 82.42 77.48
R3 81.28 79.94 76.80
R2 78.80 78.80 76.57
R1 77.46 77.46 76.35 76.89
PP 76.32 76.32 76.32 76.04
S1 74.98 74.98 75.89 74.41
S2 73.84 73.84 75.67
S3 71.36 72.50 75.44
S4 68.88 70.02 74.76
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 98.59 95.39 80.54
R3 90.55 87.35 78.33
R2 82.51 82.51 77.59
R1 79.31 79.31 76.86 80.91
PP 74.47 74.47 74.47 75.27
S1 71.27 71.27 75.38 72.87
S2 66.43 66.43 74.65
S3 58.39 63.23 73.91
S4 50.35 55.19 71.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.66 69.62 8.04 10.6% 2.57 3.4% 81% True False 44,986
10 79.19 69.62 9.57 12.6% 2.72 3.6% 68% False False 49,108
20 92.21 69.62 22.59 29.7% 2.84 3.7% 29% False False 45,326
40 92.21 69.62 22.59 29.7% 2.17 2.8% 29% False False 39,905
60 92.21 69.62 22.59 29.7% 1.96 2.6% 29% False False 29,584
80 92.21 69.62 22.59 29.7% 1.98 2.6% 29% False False 23,930
100 92.21 69.62 22.59 29.7% 1.83 2.4% 29% False False 19,953
120 92.21 69.62 22.59 29.7% 1.67 2.2% 29% False False 17,022
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 True
Stretch 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.20
2.618 84.15
1.618 81.67
1.000 80.14
0.618 79.19
HIGH 77.66
0.618 76.71
0.500 76.42
0.382 76.13
LOW 75.18
0.618 73.65
1.000 72.70
1.618 71.17
2.618 68.69
4.250 64.64
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 76.42 75.57
PP 76.32 75.02
S1 76.22 74.47

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

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