NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 10-May-2010
Day Change Summary
Previous Current
07-May-2010 10-May-2010 Change Change % Previous Week
Open 82.61 84.55 1.94 2.3% 91.70
High 84.35 85.71 1.36 1.6% 93.14
Low 81.83 83.55 1.72 2.1% 81.83
Close 82.61 84.55 1.94 2.3% 82.61
Range 2.52 2.16 -0.36 -14.3% 11.31
ATR 1.94 2.03 0.08 4.3% 0.00
Volume 24,439 18,080 -6,359 -26.0% 78,643
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 91.08 89.98 85.74
R3 88.92 87.82 85.14
R2 86.76 86.76 84.95
R1 85.66 85.66 84.75 85.63
PP 84.60 84.60 84.60 84.59
S1 83.50 83.50 84.35 83.47
S2 82.44 82.44 84.15
S3 80.28 81.34 83.96
S4 78.12 79.18 83.36
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 119.79 112.51 88.83
R3 108.48 101.20 85.72
R2 97.17 97.17 84.68
R1 89.89 89.89 83.65 87.88
PP 85.86 85.86 85.86 84.85
S1 78.58 78.58 81.57 76.57
S2 74.55 74.55 80.54
S3 63.24 67.27 79.50
S4 51.93 55.96 76.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.17 81.83 10.34 12.2% 3.16 3.7% 26% False False 17,290
10 93.14 81.83 11.31 13.4% 2.19 2.6% 24% False False 13,852
20 93.14 81.83 11.31 13.4% 1.73 2.0% 24% False False 12,703
40 93.14 80.89 12.25 14.5% 1.41 1.7% 30% False False 9,149
60 93.14 77.82 15.32 18.1% 1.29 1.5% 44% False False 7,441
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.45
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 94.89
2.618 91.36
1.618 89.20
1.000 87.87
0.618 87.04
HIGH 85.71
0.618 84.88
0.500 84.63
0.382 84.38
LOW 83.55
0.618 82.22
1.000 81.39
1.618 80.06
2.618 77.90
4.250 74.37
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 84.63 84.49
PP 84.60 84.43
S1 84.58 84.37

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

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