NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 81.40 82.53 1.13 1.4% 89.91
High 83.67 83.00 -0.67 -0.8% 91.38
Low 81.00 80.88 -0.12 -0.1% 79.40
Close 82.17 82.18 0.01 0.0% 80.22
Range 2.67 2.12 -0.55 -20.6% 11.98
ATR 2.40 2.38 -0.02 -0.8% 0.00
Volume 64,292 51,906 -12,386 -19.3% 356,611
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 88.38 87.40 83.35
R3 86.26 85.28 82.76
R2 84.14 84.14 82.57
R1 83.16 83.16 82.37 82.59
PP 82.02 82.02 82.02 81.74
S1 81.04 81.04 81.99 80.47
S2 79.90 79.90 81.79
S3 77.78 78.92 81.60
S4 75.66 76.80 81.01
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 87.58 79.40 8.18 10.0% 3.41 4.2% 34% False False 69,671
10 91.38 79.40 11.98 14.6% 2.83 3.4% 23% False False 71,719
20 91.38 79.40 11.98 14.6% 2.27 2.8% 23% False False 62,737
40 91.38 79.40 11.98 14.6% 1.89 2.3% 23% False False 41,473
60 91.38 76.49 14.89 18.1% 1.83 2.2% 38% False False 30,434
80 91.38 72.04 19.34 23.5% 1.82 2.2% 52% False False 24,237
100 91.38 72.04 19.34 23.5% 1.65 2.0% 52% False False 19,773
120 91.38 72.04 19.34 23.5% 1.52 1.9% 52% False False 16,877
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 0.50
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 92.01
2.618 88.55
1.618 86.43
1.000 85.12
0.618 84.31
HIGH 83.00
0.618 82.19
0.500 81.94
0.382 81.69
LOW 80.88
0.618 79.57
1.000 78.76
1.618 77.45
2.618 75.33
4.250 71.87
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 82.10 81.97
PP 82.02 81.75
S1 81.94 81.54

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

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