NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 75.41 73.48 -1.93 -2.6% 82.96
High 76.06 75.79 -0.27 -0.4% 85.35
Low 74.19 71.99 -2.20 -3.0% 79.54
Close 75.39 73.48 -1.91 -2.5% 79.80
Range 1.87 3.80 1.93 103.2% 5.81
ATR 2.32 2.42 0.11 4.6% 0.00
Volume 14,111 19,369 5,258 37.3% 91,560
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 85.15 83.12 75.57
R3 81.35 79.32 74.53
R2 77.55 77.55 74.18
R1 75.52 75.52 73.83 75.38
PP 73.75 73.75 73.75 73.69
S1 71.72 71.72 73.13 71.58
S2 69.95 69.95 72.78
S3 66.15 67.92 72.44
S4 62.35 64.12 71.39
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 98.99 95.21 83.00
R3 93.18 89.40 81.40
R2 87.37 87.37 80.87
R1 83.59 83.59 80.33 82.58
PP 81.56 81.56 81.56 81.06
S1 77.78 77.78 79.27 76.77
S2 75.75 75.75 78.73
S3 69.94 71.97 78.20
S4 64.13 66.16 76.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.31 71.99 11.32 15.4% 3.08 4.2% 13% False True 19,311
10 85.35 71.99 13.36 18.2% 2.61 3.5% 11% False True 19,203
20 92.75 71.99 20.76 28.3% 2.45 3.3% 7% False True 17,820
40 92.75 71.99 20.76 28.3% 1.88 2.6% 7% False True 15,014
60 92.75 71.99 20.76 28.3% 1.69 2.3% 7% False True 11,543
80 92.75 71.99 20.76 28.3% 1.61 2.2% 7% False True 9,626
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 91.94
2.618 85.74
1.618 81.94
1.000 79.59
0.618 78.14
HIGH 75.79
0.618 74.34
0.500 73.89
0.382 73.44
LOW 71.99
0.618 69.64
1.000 68.19
1.618 65.84
2.618 62.04
4.250 55.84
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 73.89 75.19
PP 73.75 74.62
S1 73.62 74.05

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

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