NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 82.96 84.19 1.23 1.5% 91.34
High 85.14 84.58 -0.56 -0.7% 92.75
Low 82.75 82.82 0.07 0.1% 81.06
Close 83.92 84.07 0.15 0.2% 81.98
Range 2.39 1.76 -0.63 -26.4% 11.69
ATR 2.18 2.15 -0.03 -1.4% 0.00
Volume 19,726 15,626 -4,100 -20.8% 96,891
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 89.10 88.35 85.04
R3 87.34 86.59 84.55
R2 85.58 85.58 84.39
R1 84.83 84.83 84.23 84.33
PP 83.82 83.82 83.82 83.57
S1 83.07 83.07 83.91 82.57
S2 82.06 82.06 83.75
S3 80.30 81.31 83.59
S4 78.54 79.55 83.10
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 88.80 81.06 7.74 9.2% 3.12 3.7% 39% False False 20,716
10 92.75 81.06 11.69 13.9% 2.56 3.0% 26% False False 18,341
20 92.75 81.06 11.69 13.9% 2.01 2.4% 26% False False 16,806
40 92.75 80.82 11.93 14.2% 1.59 1.9% 27% False False 12,507
60 92.75 78.78 13.97 16.6% 1.54 1.8% 38% False False 9,776
80 92.75 73.17 19.58 23.3% 1.48 1.8% 56% False False 8,196
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 0.57
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 92.06
2.618 89.19
1.618 87.43
1.000 86.34
0.618 85.67
HIGH 84.58
0.618 83.91
0.500 83.70
0.382 83.49
LOW 82.82
0.618 81.73
1.000 81.06
1.618 79.97
2.618 78.21
4.250 75.34
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 83.95 83.75
PP 83.82 83.42
S1 83.70 83.10

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

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