NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 83.86 85.27 1.41 1.7% 91.70
High 85.41 85.29 -0.12 -0.1% 93.14
Low 83.81 84.31 0.50 0.6% 81.83
Close 84.74 85.27 0.53 0.6% 82.61
Range 1.60 0.98 -0.62 -38.8% 11.31
ATR 2.00 1.92 -0.07 -3.6% 0.00
Volume 10,010 11,568 1,558 15.6% 78,643
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 87.90 87.56 85.81
R3 86.92 86.58 85.54
R2 85.94 85.94 85.45
R1 85.60 85.60 85.36 85.76
PP 84.96 84.96 84.96 85.04
S1 84.62 84.62 85.18 84.78
S2 83.98 83.98 85.09
S3 83.00 83.64 85.00
S4 82.02 82.66 84.73
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 86.90 81.83 5.07 5.9% 2.37 2.8% 68% False False 16,589
10 93.14 81.83 11.31 13.3% 2.19 2.6% 30% False False 14,295
20 93.14 81.83 11.31 13.3% 1.75 2.0% 30% False False 12,050
40 93.14 80.89 12.25 14.4% 1.43 1.7% 36% False False 9,519
60 93.14 79.48 13.66 16.0% 1.33 1.6% 42% False False 7,718
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.42
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 89.46
2.618 87.86
1.618 86.88
1.000 86.27
0.618 85.90
HIGH 85.29
0.618 84.92
0.500 84.80
0.382 84.68
LOW 84.31
0.618 83.70
1.000 83.33
1.618 82.72
2.618 81.74
4.250 80.15
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 85.11 85.06
PP 84.96 84.84
S1 84.80 84.63

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

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