NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 19-May-2010
Day Change Summary
Previous Current
18-May-2010 19-May-2010 Change Change % Previous Week
Open 76.78 76.23 -0.55 -0.7% 84.55
High 78.99 76.61 -2.38 -3.0% 85.75
Low 76.30 74.75 -1.55 -2.0% 80.25
Close 76.78 75.97 -0.81 -1.1% 80.47
Range 2.69 1.86 -0.83 -30.9% 5.50
ATR 2.18 2.17 -0.01 -0.5% 0.00
Volume 12,804 11,279 -1,525 -11.9% 66,626
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 81.36 80.52 76.99
R3 79.50 78.66 76.48
R2 77.64 77.64 76.31
R1 76.80 76.80 76.14 76.29
PP 75.78 75.78 75.78 75.52
S1 74.94 74.94 75.80 74.43
S2 73.92 73.92 75.63
S3 72.06 73.08 75.46
S4 70.20 71.22 74.95
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 74.75 11.00 14.5% 2.62 3.4% 11% False True 12,970
10 86.90 74.75 12.15 16.0% 2.49 3.3% 10% False True 14,779
20 93.14 74.75 18.39 24.2% 2.11 2.8% 7% False True 12,982
40 93.14 74.75 18.39 24.2% 1.58 2.1% 7% False True 10,639
60 93.14 74.75 18.39 24.2% 1.47 1.9% 7% False True 8,431
Crabel Price Patterns
NR True
NR4 True
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 0.45
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.52
2.618 81.48
1.618 79.62
1.000 78.47
0.618 77.76
HIGH 76.61
0.618 75.90
0.500 75.68
0.382 75.46
LOW 74.75
0.618 73.60
1.000 72.89
1.618 71.74
2.618 69.88
4.250 66.85
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 75.87 77.67
PP 75.78 77.10
S1 75.68 76.54

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

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