NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 82.57 81.17 -1.40 -1.7% 81.40
High 83.26 81.30 -1.96 -2.4% 83.67
Low 81.00 77.31 -3.69 -4.6% 77.31
Close 81.43 77.67 -3.76 -4.6% 77.67
Range 2.26 3.99 1.73 76.5% 6.36
ATR 2.32 2.45 0.13 5.5% 0.00
Volume 103,461 117,949 14,488 14.0% 414,986
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 90.73 88.19 79.86
R3 86.74 84.20 78.77
R2 82.75 82.75 78.40
R1 80.21 80.21 78.04 79.49
PP 78.76 78.76 78.76 78.40
S1 76.22 76.22 77.30 75.50
S2 74.77 74.77 76.94
S3 70.78 72.23 76.57
S4 66.79 68.24 75.48
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 98.63 94.51 81.17
R3 92.27 88.15 79.42
R2 85.91 85.91 78.84
R1 81.79 81.79 78.25 80.67
PP 79.55 79.55 79.55 78.99
S1 75.43 75.43 77.09 74.31
S2 73.19 73.19 76.50
S3 66.83 69.07 75.92
S4 60.47 62.71 74.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.67 77.31 6.36 8.2% 2.55 3.3% 6% False True 82,997
10 91.38 77.31 14.07 18.1% 3.08 4.0% 3% False True 77,159
20 91.38 77.31 14.07 18.1% 2.41 3.1% 3% False True 69,171
40 91.38 77.31 14.07 18.1% 1.99 2.6% 3% False True 48,264
60 91.38 77.31 14.07 18.1% 1.86 2.4% 3% False True 35,216
80 91.38 72.04 19.34 24.9% 1.89 2.4% 29% False False 27,840
100 91.38 72.04 19.34 24.9% 1.71 2.2% 29% False False 22,702
120 91.38 72.04 19.34 24.9% 1.58 2.0% 29% False False 19,331
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 98.26
2.618 91.75
1.618 87.76
1.000 85.29
0.618 83.77
HIGH 81.30
0.618 79.78
0.500 79.31
0.382 78.83
LOW 77.31
0.618 74.84
1.000 73.32
1.618 70.85
2.618 66.86
4.250 60.35
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 79.31 80.29
PP 78.76 79.41
S1 78.22 78.54

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

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