NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 84.19 83.86 -0.33 -0.4% 91.34
High 84.58 85.01 0.43 0.5% 92.75
Low 82.82 83.59 0.77 0.9% 81.06
Close 84.07 84.58 0.51 0.6% 81.98
Range 1.76 1.42 -0.34 -19.3% 11.69
ATR 2.15 2.10 -0.05 -2.4% 0.00
Volume 15,626 17,864 2,238 14.3% 96,891
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 88.65 88.04 85.36
R3 87.23 86.62 84.97
R2 85.81 85.81 84.84
R1 85.20 85.20 84.71 85.51
PP 84.39 84.39 84.39 84.55
S1 83.78 83.78 84.45 84.09
S2 82.97 82.97 84.32
S3 81.55 82.36 84.19
S4 80.13 80.94 83.80
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 86.37 81.06 5.31 6.3% 2.72 3.2% 66% False False 19,888
10 92.75 81.06 11.69 13.8% 2.55 3.0% 30% False False 18,508
20 92.75 81.06 11.69 13.8% 2.02 2.4% 30% False False 16,431
40 92.75 80.82 11.93 14.1% 1.60 1.9% 32% False False 12,904
60 92.75 79.20 13.55 16.0% 1.54 1.8% 40% False False 10,026
80 92.75 73.17 19.58 23.1% 1.47 1.7% 58% False False 8,407
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 91.05
2.618 88.73
1.618 87.31
1.000 86.43
0.618 85.89
HIGH 85.01
0.618 84.47
0.500 84.30
0.382 84.13
LOW 83.59
0.618 82.71
1.000 82.17
1.618 81.29
2.618 79.87
4.250 77.56
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 84.49 84.37
PP 84.39 84.16
S1 84.30 83.95

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

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