NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 81.92 82.57 0.65 0.8% 89.91
High 83.13 83.26 0.13 0.2% 91.38
Low 81.44 81.00 -0.44 -0.5% 79.40
Close 82.55 81.43 -1.12 -1.4% 80.22
Range 1.69 2.26 0.57 33.7% 11.98
ATR 2.33 2.32 0.00 -0.2% 0.00
Volume 77,378 103,461 26,083 33.7% 356,611
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 88.68 87.31 82.67
R3 86.42 85.05 82.05
R2 84.16 84.16 81.84
R1 82.79 82.79 81.64 82.35
PP 81.90 81.90 81.90 81.67
S1 80.53 80.53 81.22 80.09
S2 79.64 79.64 81.02
S3 77.38 78.27 80.81
S4 75.12 76.01 80.19
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 83.67 79.40 4.27 5.2% 2.40 2.9% 48% False False 74,985
10 91.38 79.40 11.98 14.7% 2.83 3.5% 17% False False 73,948
20 91.38 79.40 11.98 14.7% 2.34 2.9% 17% False False 65,620
40 91.38 79.40 11.98 14.7% 1.91 2.3% 17% False False 45,580
60 91.38 78.62 12.76 15.7% 1.83 2.2% 22% False False 33,311
80 91.38 72.04 19.34 23.8% 1.84 2.3% 49% False False 26,431
100 91.38 72.04 19.34 23.8% 1.68 2.1% 49% False False 21,536
120 91.38 72.04 19.34 23.8% 1.55 1.9% 49% False False 18,360
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.87
2.618 89.18
1.618 86.92
1.000 85.52
0.618 84.66
HIGH 83.26
0.618 82.40
0.500 82.13
0.382 81.86
LOW 81.00
0.618 79.60
1.000 78.74
1.618 77.34
2.618 75.08
4.250 71.40
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 82.13 82.07
PP 81.90 81.86
S1 81.66 81.64

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

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