NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 92.11 88.89 -3.22 -3.5% 89.92
High 92.17 89.33 -2.84 -3.1% 91.40
Low 89.10 85.87 -3.23 -3.6% 87.94
Close 89.26 86.67 -2.59 -2.9% 91.33
Range 3.07 3.46 0.39 12.7% 3.46
ATR 1.56 1.69 0.14 8.7% 0.00
Volume 10,107 14,979 4,872 48.2% 54,880
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 97.67 95.63 88.57
R3 94.21 92.17 87.62
R2 90.75 90.75 87.30
R1 88.71 88.71 86.99 88.00
PP 87.29 87.29 87.29 86.94
S1 85.25 85.25 86.35 84.54
S2 83.83 83.83 86.04
S3 80.37 81.79 85.72
S4 76.91 78.33 84.77
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 85.87 7.27 8.4% 2.00 2.3% 11% False True 12,002
10 93.14 85.87 7.27 8.4% 1.72 2.0% 11% False True 11,184
20 93.14 85.87 7.27 8.4% 1.43 1.7% 11% False True 11,168
40 93.14 80.89 12.25 14.1% 1.27 1.5% 47% False False 7,937
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 0.25
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 104.04
2.618 98.39
1.618 94.93
1.000 92.79
0.618 91.47
HIGH 89.33
0.618 88.01
0.500 87.60
0.382 87.19
LOW 85.87
0.618 83.73
1.000 82.41
1.618 80.27
2.618 76.81
4.250 71.17
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 87.60 89.51
PP 87.29 88.56
S1 86.98 87.62

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

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