NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 80.47 77.48 -2.99 -3.7% 84.55
High 83.87 80.58 -3.29 -3.9% 85.75
Low 80.25 77.36 -2.89 -3.6% 80.25
Close 80.47 77.51 -2.96 -3.7% 80.47
Range 3.62 3.22 -0.40 -11.0% 5.50
ATR 2.06 2.14 0.08 4.0% 0.00
Volume 13,198 13,799 601 4.6% 66,626
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 88.14 86.05 79.28
R3 84.92 82.83 78.40
R2 81.70 81.70 78.10
R1 79.61 79.61 77.81 80.66
PP 78.48 78.48 78.48 79.01
S1 76.39 76.39 77.21 77.44
S2 75.26 75.26 76.92
S3 72.04 73.17 76.62
S4 68.82 69.95 75.74
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 98.66 95.06 83.50
R3 93.16 89.56 81.98
R2 87.66 87.66 81.48
R1 84.06 84.06 80.97 83.11
PP 82.16 82.16 82.16 81.68
S1 78.56 78.56 79.97 77.61
S2 76.66 76.66 79.46
S3 71.16 73.06 78.96
S4 65.66 67.56 77.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.75 77.36 8.39 10.8% 2.22 2.9% 2% False True 12,469
10 92.17 77.36 14.81 19.1% 2.69 3.5% 1% False True 14,879
20 93.14 77.36 15.78 20.4% 1.98 2.6% 1% False True 12,521
40 93.14 77.36 15.78 20.4% 1.56 2.0% 1% False True 10,214
60 93.14 77.36 15.78 20.4% 1.43 1.8% 1% False True 8,225
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.27
2.618 89.01
1.618 85.79
1.000 83.80
0.618 82.57
HIGH 80.58
0.618 79.35
0.500 78.97
0.382 78.59
LOW 77.36
0.618 75.37
1.000 74.14
1.618 72.15
2.618 68.93
4.250 63.68
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 78.97 81.56
PP 78.48 80.21
S1 78.00 78.86

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

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