NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 84.55 83.86 -0.69 -0.8% 91.70
High 85.71 85.41 -0.30 -0.4% 93.14
Low 83.55 83.81 0.26 0.3% 81.83
Close 84.55 84.74 0.19 0.2% 82.61
Range 2.16 1.60 -0.56 -25.9% 11.31
ATR 2.03 2.00 -0.03 -1.5% 0.00
Volume 18,080 10,010 -8,070 -44.6% 78,643
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 89.45 88.70 85.62
R3 87.85 87.10 85.18
R2 86.25 86.25 85.03
R1 85.50 85.50 84.89 85.88
PP 84.65 84.65 84.65 84.84
S1 83.90 83.90 84.59 84.28
S2 83.05 83.05 84.45
S3 81.45 82.30 84.30
S4 79.85 80.70 83.86
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 89.33 81.83 7.50 8.9% 2.86 3.4% 39% False False 17,271
10 93.14 81.83 11.31 13.3% 2.23 2.6% 26% False False 14,290
20 93.14 81.83 11.31 13.3% 1.76 2.1% 26% False False 12,480
40 93.14 80.89 12.25 14.5% 1.43 1.7% 31% False False 9,278
60 93.14 79.48 13.66 16.1% 1.32 1.6% 39% False False 7,564
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 92.21
2.618 89.60
1.618 88.00
1.000 87.01
0.618 86.40
HIGH 85.41
0.618 84.80
0.500 84.61
0.382 84.42
LOW 83.81
0.618 82.82
1.000 82.21
1.618 81.22
2.618 79.62
4.250 77.01
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 84.70 84.42
PP 84.65 84.09
S1 84.61 83.77

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

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