NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 19-May-2010
Day Change Summary
Previous Current
18-May-2010 19-May-2010 Change Change % Previous Week
Open 75.58 74.22 -1.36 -1.8% 81.40
High 76.83 74.60 -2.23 -2.9% 83.67
Low 73.88 72.55 -1.33 -1.8% 77.31
Close 74.39 73.78 -0.61 -0.8% 77.67
Range 2.95 2.05 -0.90 -30.5% 6.36
ATR 2.54 2.50 -0.03 -1.4% 0.00
Volume 86,966 118,868 31,902 36.7% 414,986
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 79.79 78.84 74.91
R3 77.74 76.79 74.34
R2 75.69 75.69 74.16
R1 74.74 74.74 73.97 74.19
PP 73.64 73.64 73.64 73.37
S1 72.69 72.69 73.59 72.14
S2 71.59 71.59 73.40
S3 69.54 70.64 73.22
S4 67.49 68.59 72.65
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 83.26 72.55 10.71 14.5% 2.89 3.9% 11% False True 103,830
10 84.87 72.55 12.32 16.7% 2.95 4.0% 10% False True 86,768
20 91.38 72.55 18.83 25.5% 2.59 3.5% 7% False True 78,428
40 91.38 72.55 18.83 25.5% 2.04 2.8% 7% False True 54,724
60 91.38 72.55 18.83 25.5% 1.94 2.6% 7% False True 39,774
80 91.38 72.04 19.34 26.2% 1.92 2.6% 9% False False 31,371
100 91.38 72.04 19.34 26.2% 1.75 2.4% 9% False False 25,630
120 91.38 72.04 19.34 26.2% 1.64 2.2% 9% False False 21,764
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 0.56
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 83.31
2.618 79.97
1.618 77.92
1.000 76.65
0.618 75.87
HIGH 74.60
0.618 73.82
0.500 73.58
0.382 73.33
LOW 72.55
0.618 71.28
1.000 70.50
1.618 69.23
2.618 67.18
4.250 63.84
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 73.71 75.29
PP 73.64 74.79
S1 73.58 74.28

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

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