NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 70.80 72.13 1.33 1.9% 77.81
High 72.76 72.49 -0.27 -0.4% 78.03
Low 70.50 71.06 0.56 0.8% 70.27
Close 71.67 71.62 -0.05 -0.1% 71.67
Range 2.26 1.43 -0.83 -36.7% 7.76
ATR 2.60 2.51 -0.08 -3.2% 0.00
Volume 135,284 113,143 -22,141 -16.4% 554,454
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 76.01 75.25 72.41
R3 74.58 73.82 72.01
R2 73.15 73.15 71.88
R1 72.39 72.39 71.75 72.06
PP 71.72 71.72 71.72 71.56
S1 70.96 70.96 71.49 70.63
S2 70.29 70.29 71.36
S3 68.86 69.53 71.23
S4 67.43 68.10 70.83
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 96.60 91.90 75.94
R3 88.84 84.14 73.80
R2 81.08 81.08 73.09
R1 76.38 76.38 72.38 74.85
PP 73.32 73.32 73.32 72.56
S1 68.62 68.62 70.96 67.09
S2 65.56 65.56 70.25
S3 57.80 60.86 69.54
S4 50.04 53.10 67.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.83 70.27 6.56 9.2% 2.58 3.6% 21% False False 115,138
10 83.26 70.27 12.99 18.1% 2.62 3.7% 10% False False 101,829
20 91.38 70.27 21.11 29.5% 2.71 3.8% 6% False False 87,304
40 91.38 70.27 21.11 29.5% 2.13 3.0% 6% False False 63,014
60 91.38 70.27 21.11 29.5% 1.96 2.7% 6% False False 45,554
80 91.38 70.27 21.11 29.5% 1.99 2.8% 6% False False 35,803
100 91.38 70.27 21.11 29.5% 1.81 2.5% 6% False False 29,302
120 91.38 70.27 21.11 29.5% 1.67 2.3% 6% False False 24,780
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 78.57
2.618 76.23
1.618 74.80
1.000 73.92
0.618 73.37
HIGH 72.49
0.618 71.94
0.500 71.78
0.382 71.61
LOW 71.06
0.618 70.18
1.000 69.63
1.618 68.75
2.618 67.32
4.250 64.98
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 71.78 72.37
PP 71.72 72.12
S1 71.67 71.87

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

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