NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 71.78 75.97 4.19 5.8% 72.13
High 75.82 76.79 0.97 1.3% 76.79
Low 71.75 74.31 2.56 3.6% 68.59
Close 75.62 75.16 -0.46 -0.6% 75.16
Range 4.07 2.48 -1.59 -39.1% 8.20
ATR 2.67 2.65 -0.01 -0.5% 0.00
Volume 112,332 117,594 5,262 4.7% 517,110
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 82.86 81.49 76.52
R3 80.38 79.01 75.84
R2 77.90 77.90 75.61
R1 76.53 76.53 75.39 75.98
PP 75.42 75.42 75.42 75.14
S1 74.05 74.05 74.93 73.50
S2 72.94 72.94 74.71
S3 70.46 71.57 74.48
S4 67.98 69.09 73.80
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 98.11 94.84 79.67
R3 89.91 86.64 77.42
R2 81.71 81.71 76.66
R1 78.44 78.44 75.91 80.08
PP 73.51 73.51 73.51 74.33
S1 70.24 70.24 74.41 71.88
S2 65.31 65.31 73.66
S3 57.11 62.04 72.91
S4 48.91 53.84 70.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.79 68.59 8.20 10.9% 2.62 3.5% 80% True False 103,422
10 78.03 68.59 9.44 12.6% 2.78 3.7% 70% False False 107,156
20 91.38 68.59 22.79 30.3% 2.93 3.9% 29% False False 92,158
40 91.38 68.59 22.79 30.3% 2.26 3.0% 29% False False 71,801
60 91.38 68.59 22.79 30.3% 2.04 2.7% 29% False False 51,704
80 91.38 68.59 22.79 30.3% 2.04 2.7% 29% False False 40,580
100 91.38 68.59 22.79 30.3% 1.90 2.5% 29% False False 33,294
120 91.38 68.59 22.79 30.3% 1.73 2.3% 29% False False 28,045
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Stretch 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.33
2.618 83.28
1.618 80.80
1.000 79.27
0.618 78.32
HIGH 76.79
0.618 75.84
0.500 75.55
0.382 75.26
LOW 74.31
0.618 72.78
1.000 71.83
1.618 70.30
2.618 67.82
4.250 63.77
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 75.55 74.64
PP 75.42 74.12
S1 75.29 73.61

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

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