NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 76.17 73.00 -3.17 -4.2% 77.48
High 76.17 75.20 -0.97 -1.3% 80.58
Low 72.61 72.94 0.33 0.5% 72.61
Close 74.07 74.20 0.13 0.2% 74.20
Range 3.56 2.26 -1.30 -36.5% 7.97
ATR 2.27 2.27 0.00 0.0% 0.00
Volume 13,726 15,553 1,827 13.3% 67,161
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 80.89 79.81 75.44
R3 78.63 77.55 74.82
R2 76.37 76.37 74.61
R1 75.29 75.29 74.41 75.83
PP 74.11 74.11 74.11 74.39
S1 73.03 73.03 73.99 73.57
S2 71.85 71.85 73.79
S3 69.59 70.77 73.58
S4 67.33 68.51 72.96
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 99.71 94.92 78.58
R3 91.74 86.95 76.39
R2 83.77 83.77 75.66
R1 78.98 78.98 74.93 77.39
PP 75.80 75.80 75.80 75.00
S1 71.01 71.01 73.47 69.42
S2 67.83 67.83 72.74
S3 59.86 63.04 72.01
S4 51.89 55.07 69.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.58 72.61 7.97 10.7% 2.72 3.7% 20% False False 13,432
10 85.75 72.61 13.14 17.7% 2.37 3.2% 12% False False 13,378
20 93.14 72.61 20.53 27.7% 2.22 3.0% 8% False False 13,365
40 93.14 72.61 20.53 27.7% 1.68 2.3% 8% False False 11,212
60 93.14 72.61 20.53 27.7% 1.51 2.0% 8% False False 8,853
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.81
2.618 81.12
1.618 78.86
1.000 77.46
0.618 76.60
HIGH 75.20
0.618 74.34
0.500 74.07
0.382 73.80
LOW 72.94
0.618 71.54
1.000 70.68
1.618 69.28
2.618 67.02
4.250 63.34
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 74.16 74.61
PP 74.11 74.47
S1 74.07 74.34

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

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