NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 10-May-2010
Day Change Summary
Previous Current
07-May-2010 10-May-2010 Change Change % Previous Week
Open 81.59 81.40 -0.19 -0.2% 89.91
High 82.64 83.67 1.03 1.2% 91.38
Low 79.40 81.00 1.60 2.0% 79.40
Close 80.22 82.17 1.95 2.4% 80.22
Range 3.24 2.67 -0.57 -17.6% 11.98
ATR 2.32 2.40 0.08 3.5% 0.00
Volume 77,890 64,292 -13,598 -17.5% 356,611
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 90.29 88.90 83.64
R3 87.62 86.23 82.90
R2 84.95 84.95 82.66
R1 83.56 83.56 82.41 84.26
PP 82.28 82.28 82.28 82.63
S1 80.89 80.89 81.93 81.59
S2 79.61 79.61 81.68
S3 76.94 78.22 81.44
S4 74.27 75.55 80.70
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 119.61 111.89 86.81
R3 107.63 99.91 83.51
R2 95.65 95.65 82.42
R1 87.93 87.93 81.32 85.80
PP 83.67 83.67 83.67 82.60
S1 75.95 75.95 79.12 73.82
S2 71.69 71.69 78.02
S3 59.71 63.97 76.93
S4 47.73 51.99 73.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.90 79.40 11.50 14.0% 3.77 4.6% 24% False False 70,589
10 91.38 79.40 11.98 14.6% 2.81 3.4% 23% False False 72,779
20 91.38 79.40 11.98 14.6% 2.23 2.7% 23% False False 62,587
40 91.38 79.40 11.98 14.6% 1.89 2.3% 23% False False 40,409
60 91.38 75.42 15.96 19.4% 1.83 2.2% 42% False False 29,640
80 91.38 72.04 19.34 23.5% 1.81 2.2% 52% False False 23,629
100 91.38 72.04 19.34 23.5% 1.63 2.0% 52% False False 19,269
120 91.38 72.04 19.34 23.5% 1.51 1.8% 52% False False 16,470
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 0.48
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 95.02
2.618 90.66
1.618 87.99
1.000 86.34
0.618 85.32
HIGH 83.67
0.618 82.65
0.500 82.34
0.382 82.02
LOW 81.00
0.618 79.35
1.000 78.33
1.618 76.68
2.618 74.01
4.250 69.65
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 82.34 82.16
PP 82.28 82.15
S1 82.23 82.14

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

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