NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 07-May-2010
Day Change Summary
Previous Current
06-May-2010 07-May-2010 Change Change % Previous Week
Open 83.30 81.98 -1.32 -1.6% 91.34
High 86.37 84.00 -2.37 -2.7% 92.75
Low 81.27 81.06 -0.21 -0.3% 81.06
Close 83.30 81.98 -1.32 -1.6% 81.98
Range 5.10 2.94 -2.16 -42.4% 11.69
ATR 2.04 2.11 0.06 3.1% 0.00
Volume 21,012 25,212 4,200 20.0% 96,891
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 91.17 89.51 83.60
R3 88.23 86.57 82.79
R2 85.29 85.29 82.52
R1 83.63 83.63 82.25 83.45
PP 82.35 82.35 82.35 82.26
S1 80.69 80.69 81.71 80.51
S2 79.41 79.41 81.44
S3 76.47 77.75 81.17
S4 73.53 74.81 80.36
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 120.33 112.85 88.41
R3 108.64 101.16 85.19
R2 96.95 96.95 84.12
R1 89.47 89.47 83.05 87.37
PP 85.26 85.26 85.26 84.21
S1 77.78 77.78 80.91 75.68
S2 73.57 73.57 79.84
S3 61.88 66.09 78.77
S4 50.19 54.40 75.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.75 81.06 11.69 14.3% 3.43 4.2% 8% False True 19,378
10 92.75 81.06 11.69 14.3% 2.41 2.9% 8% False True 17,378
20 92.75 81.06 11.69 14.3% 1.92 2.3% 8% False True 17,180
40 92.75 80.82 11.93 14.6% 1.57 1.9% 10% False False 11,843
60 92.75 75.97 16.78 20.5% 1.55 1.9% 36% False False 9,282
80 92.75 73.17 19.58 23.9% 1.45 1.8% 45% False False 7,809
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 0.58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.50
2.618 91.70
1.618 88.76
1.000 86.94
0.618 85.82
HIGH 84.00
0.618 82.88
0.500 82.53
0.382 82.18
LOW 81.06
0.618 79.24
1.000 78.12
1.618 76.30
2.618 73.36
4.250 68.57
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 82.53 84.93
PP 82.35 83.95
S1 82.16 82.96

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

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