NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 89.91 90.54 0.63 0.7% 87.95
High 91.38 90.90 -0.48 -0.5% 89.88
Low 89.50 87.01 -2.49 -2.8% 85.60
Close 90.77 87.26 -3.51 -3.9% 89.68
Range 1.88 3.89 2.01 106.9% 4.28
ATR 1.72 1.88 0.15 9.0% 0.00
Volume 67,957 56,497 -11,460 -16.9% 357,687
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 100.06 97.55 89.40
R3 96.17 93.66 88.33
R2 92.28 92.28 87.97
R1 89.77 89.77 87.62 89.08
PP 88.39 88.39 88.39 88.05
S1 85.88 85.88 86.90 85.19
S2 84.50 84.50 86.55
S3 80.61 81.99 86.19
S4 76.72 78.10 85.12
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 101.23 99.73 92.03
R3 96.95 95.45 90.86
R2 92.67 92.67 90.46
R1 91.17 91.17 90.07 91.92
PP 88.39 88.39 88.39 88.76
S1 86.89 86.89 89.29 87.64
S2 84.11 84.11 88.90
S3 79.83 82.61 88.50
S4 75.55 78.33 87.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.38 85.60 5.78 6.6% 2.25 2.6% 29% False False 73,767
10 91.38 85.18 6.20 7.1% 2.00 2.3% 34% False False 66,391
20 91.38 84.56 6.82 7.8% 1.76 2.0% 40% False False 55,853
40 91.38 80.12 11.26 12.9% 1.67 1.9% 63% False False 34,045
60 91.38 73.16 18.22 20.9% 1.70 2.0% 77% False False 25,259
80 91.38 72.04 19.34 22.2% 1.69 1.9% 79% False False 20,058
100 91.38 72.04 19.34 22.2% 1.52 1.7% 79% False False 16,406
120 91.38 72.04 19.34 22.2% 1.40 1.6% 79% False False 14,076
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 0.40
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 107.43
2.618 101.08
1.618 97.19
1.000 94.79
0.618 93.30
HIGH 90.90
0.618 89.41
0.500 88.96
0.382 88.50
LOW 87.01
0.618 84.61
1.000 83.12
1.618 80.72
2.618 76.83
4.250 70.48
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 88.96 89.20
PP 88.39 88.55
S1 87.83 87.91

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

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