NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 91.33 91.70 0.37 0.4% 89.92
High 91.40 93.14 1.74 1.9% 91.40
Low 90.21 91.69 1.48 1.6% 87.94
Close 91.33 92.70 1.37 1.5% 91.33
Range 1.19 1.45 0.26 21.8% 3.46
ATR 1.37 1.40 0.03 2.3% 0.00
Volume 13,743 10,269 -3,474 -25.3% 54,880
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 96.86 96.23 93.50
R3 95.41 94.78 93.10
R2 93.96 93.96 92.97
R1 93.33 93.33 92.83 93.65
PP 92.51 92.51 92.51 92.67
S1 91.88 91.88 92.57 92.20
S2 91.06 91.06 92.43
S3 89.61 90.43 92.30
S4 88.16 88.98 91.90
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 100.60 99.43 93.23
R3 97.14 95.97 92.28
R2 93.68 93.68 91.96
R1 92.51 92.51 91.65 93.10
PP 90.22 90.22 90.22 90.52
S1 89.05 89.05 91.01 89.64
S2 86.76 86.76 90.70
S3 83.30 85.59 90.38
S4 79.84 82.13 89.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.14 87.94 5.20 5.6% 1.23 1.3% 92% True False 10,415
10 93.14 87.22 5.92 6.4% 1.28 1.4% 93% True False 10,163
20 93.14 86.26 6.88 7.4% 1.17 1.3% 94% True False 10,578
40 93.14 80.89 12.25 13.2% 1.16 1.3% 96% True False 7,500
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.30
2.618 96.94
1.618 95.49
1.000 94.59
0.618 94.04
HIGH 93.14
0.618 92.59
0.500 92.42
0.382 92.24
LOW 91.69
0.618 90.79
1.000 90.24
1.618 89.34
2.618 87.89
4.250 85.53
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 92.61 92.32
PP 92.51 91.93
S1 92.42 91.55

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

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