NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 10-May-2010
Day Change Summary
Previous Current
07-May-2010 10-May-2010 Change Change % Previous Week
Open 81.98 82.96 0.98 1.2% 91.34
High 84.00 85.14 1.14 1.4% 92.75
Low 81.06 82.75 1.69 2.1% 81.06
Close 81.98 83.92 1.94 2.4% 81.98
Range 2.94 2.39 -0.55 -18.7% 11.69
ATR 2.11 2.18 0.08 3.6% 0.00
Volume 25,212 19,726 -5,486 -21.8% 96,891
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 91.11 89.90 85.23
R3 88.72 87.51 84.58
R2 86.33 86.33 84.36
R1 85.12 85.12 84.14 85.73
PP 83.94 83.94 83.94 84.24
S1 82.73 82.73 83.70 83.34
S2 81.55 81.55 83.48
S3 79.16 80.34 83.26
S4 76.77 77.95 82.61
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 92.33 81.06 11.27 13.4% 3.52 4.2% 25% False False 20,115
10 92.75 81.06 11.69 13.9% 2.54 3.0% 24% False False 17,541
20 92.75 81.06 11.69 13.9% 1.99 2.4% 24% False False 16,951
40 92.75 80.82 11.93 14.2% 1.58 1.9% 26% False False 12,232
60 92.75 75.97 16.78 20.0% 1.55 1.8% 47% False False 9,563
80 92.75 73.17 19.58 23.3% 1.46 1.7% 55% False False 8,031
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 95.30
2.618 91.40
1.618 89.01
1.000 87.53
0.618 86.62
HIGH 85.14
0.618 84.23
0.500 83.95
0.382 83.66
LOW 82.75
0.618 81.27
1.000 80.36
1.618 78.88
2.618 76.49
4.250 72.59
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 83.95 83.85
PP 83.94 83.78
S1 83.93 83.72

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

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