NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 91.70 92.11 0.41 0.4% 89.92
High 93.14 92.17 -0.97 -1.0% 91.40
Low 91.69 89.10 -2.59 -2.8% 87.94
Close 92.70 89.26 -3.44 -3.7% 91.33
Range 1.45 3.07 1.62 111.7% 3.46
ATR 1.40 1.56 0.16 11.2% 0.00
Volume 10,269 10,107 -162 -1.6% 54,880
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 99.39 97.39 90.95
R3 96.32 94.32 90.10
R2 93.25 93.25 89.82
R1 91.25 91.25 89.54 90.72
PP 90.18 90.18 90.18 89.91
S1 88.18 88.18 88.98 87.65
S2 87.11 87.11 88.70
S3 84.04 85.11 88.42
S4 80.97 82.04 87.57
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 5.8% 1.60 1.8% 25% False False 11,310
10 93.14 87.29 5.85 6.6% 1.50 1.7% 34% False False 10,516
20 93.14 86.26 6.88 7.7% 1.30 1.5% 44% False False 10,728
40 93.14 80.89 12.25 13.7% 1.21 1.4% 68% False False 7,652
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 0.24
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 105.22
2.618 100.21
1.618 97.14
1.000 95.24
0.618 94.07
HIGH 92.17
0.618 91.00
0.500 90.64
0.382 90.27
LOW 89.10
0.618 87.20
1.000 86.03
1.618 84.13
2.618 81.06
4.250 76.05
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 90.64 91.12
PP 90.18 90.50
S1 89.72 89.88

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

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