NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 71.76 72.46 0.70 1.0% 76.87
High 72.63 74.19 1.56 2.1% 80.03
Low 70.35 71.97 1.62 2.3% 71.99
Close 71.76 74.02 2.26 3.1% 73.55
Range 2.28 2.22 -0.06 -2.6% 8.04
ATR 2.38 2.38 0.00 0.2% 0.00
Volume 12,053 18,176 6,123 50.8% 98,931
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 80.05 79.26 75.24
R3 77.83 77.04 74.63
R2 75.61 75.61 74.43
R1 74.82 74.82 74.22 75.22
PP 73.39 73.39 73.39 73.59
S1 72.60 72.60 73.82 73.00
S2 71.17 71.17 73.61
S3 68.95 70.38 73.41
S4 66.73 68.16 72.80
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 75.79 70.35 5.44 7.3% 2.38 3.2% 67% False False 18,738
10 85.35 70.35 15.00 20.3% 2.57 3.5% 24% False False 18,792
20 92.75 70.35 22.40 30.3% 2.56 3.5% 16% False False 18,650
40 92.75 70.35 22.40 30.3% 1.97 2.7% 16% False False 16,357
60 92.75 70.35 22.40 30.3% 1.68 2.3% 16% False False 12,501
80 92.75 70.35 22.40 30.3% 1.67 2.3% 16% False False 10,390
100 92.75 70.35 22.40 30.3% 1.55 2.1% 16% False False 8,850
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.63
2.618 80.00
1.618 77.78
1.000 76.41
0.618 75.56
HIGH 74.19
0.618 73.34
0.500 73.08
0.382 72.82
LOW 71.97
0.618 70.60
1.000 69.75
1.618 68.38
2.618 66.16
4.250 62.54
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 73.71 73.45
PP 73.39 72.87
S1 73.08 72.30

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

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