NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 73.48 77.22 3.74 5.1% 73.72
High 77.32 78.30 0.98 1.3% 78.30
Low 73.47 75.87 2.40 3.3% 70.35
Close 77.18 76.88 -0.30 -0.4% 76.88
Range 3.85 2.43 -1.42 -36.9% 7.95
ATR 2.49 2.48 0.00 -0.2% 0.00
Volume 20,986 17,085 -3,901 -18.6% 88,725
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 84.31 83.02 78.22
R3 81.88 80.59 77.55
R2 79.45 79.45 77.33
R1 78.16 78.16 77.10 77.59
PP 77.02 77.02 77.02 76.73
S1 75.73 75.73 76.66 75.16
S2 74.59 74.59 76.43
S3 72.16 73.30 76.21
S4 69.73 70.87 75.54
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 99.03 95.90 81.25
R3 91.08 87.95 79.07
R2 83.13 83.13 78.34
R1 80.00 80.00 77.61 81.57
PP 75.18 75.18 75.18 75.96
S1 72.05 72.05 76.15 73.62
S2 67.23 67.23 75.42
S3 59.28 64.10 74.69
S4 51.33 56.15 72.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.30 70.35 7.95 10.3% 2.43 3.2% 82% True False 17,745
10 80.03 70.35 9.68 12.6% 2.60 3.4% 67% False False 18,765
20 92.75 70.35 22.40 29.1% 2.73 3.6% 29% False False 18,805
40 92.75 70.35 22.40 29.1% 2.05 2.7% 29% False False 17,030
60 92.75 70.35 22.40 29.1% 1.77 2.3% 29% False False 12,962
80 92.75 70.35 22.40 29.1% 1.72 2.2% 29% False False 10,772
100 92.75 70.35 22.40 29.1% 1.59 2.1% 29% False False 9,177
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 0.73
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.63
2.618 84.66
1.618 82.23
1.000 80.73
0.618 79.80
HIGH 78.30
0.618 77.37
0.500 77.09
0.382 76.80
LOW 75.87
0.618 74.37
1.000 73.44
1.618 71.94
2.618 69.51
4.250 65.54
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 77.09 76.30
PP 77.02 75.72
S1 76.95 75.14

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

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