NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 73.55 73.72 0.17 0.2% 76.87
High 74.56 74.25 -0.31 -0.4% 80.03
Low 72.32 72.89 0.57 0.8% 71.99
Close 73.55 73.33 -0.22 -0.3% 73.55
Range 2.24 1.36 -0.88 -39.3% 8.04
ATR 2.41 2.33 -0.07 -3.1% 0.00
Volume 23,667 20,425 -3,242 -13.7% 98,931
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 77.57 76.81 74.08
R3 76.21 75.45 73.70
R2 74.85 74.85 73.58
R1 74.09 74.09 73.45 73.79
PP 73.49 73.49 73.49 73.34
S1 72.73 72.73 73.21 72.43
S2 72.13 72.13 73.08
S3 70.77 71.37 72.96
S4 69.41 70.01 72.58
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 99.31 94.47 77.97
R3 91.27 86.43 75.76
R2 83.23 83.23 75.02
R1 78.39 78.39 74.29 76.79
PP 75.19 75.19 75.19 74.39
S1 70.35 70.35 72.81 68.75
S2 67.15 67.15 72.08
S3 59.11 62.31 71.34
S4 51.07 54.27 69.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.38 71.99 6.39 8.7% 2.38 3.2% 21% False False 19,660
10 85.35 71.99 13.36 18.2% 2.43 3.3% 10% False False 19,119
20 92.75 71.99 20.76 28.3% 2.49 3.4% 6% False False 18,330
40 92.75 71.99 20.76 28.3% 1.93 2.6% 6% False False 15,931
60 92.75 71.99 20.76 28.3% 1.68 2.3% 6% False False 12,175
80 92.75 71.99 20.76 28.3% 1.64 2.2% 6% False False 10,110
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 0.61
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 80.03
2.618 77.81
1.618 76.45
1.000 75.61
0.618 75.09
HIGH 74.25
0.618 73.73
0.500 73.57
0.382 73.41
LOW 72.89
0.618 72.05
1.000 71.53
1.618 70.69
2.618 69.33
4.250 67.11
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 73.57 73.89
PP 73.49 73.70
S1 73.41 73.52

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

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