NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 73.00 73.98 0.98 1.3% 77.48
High 75.20 74.88 -0.32 -0.4% 80.58
Low 72.94 73.62 0.68 0.9% 72.61
Close 74.20 73.98 -0.22 -0.3% 74.20
Range 2.26 1.26 -1.00 -44.2% 7.97
ATR 2.27 2.20 -0.07 -3.2% 0.00
Volume 15,553 14,465 -1,088 -7.0% 67,161
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 77.94 77.22 74.67
R3 76.68 75.96 74.33
R2 75.42 75.42 74.21
R1 74.70 74.70 74.10 74.61
PP 74.16 74.16 74.16 74.12
S1 73.44 73.44 73.86 73.35
S2 72.90 72.90 73.75
S3 71.64 72.18 73.63
S4 70.38 70.92 73.29
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 78.99 72.61 6.38 8.6% 2.33 3.1% 21% False False 13,565
10 85.75 72.61 13.14 17.8% 2.28 3.1% 10% False False 13,017
20 93.14 72.61 20.53 27.8% 2.23 3.0% 7% False False 13,435
40 93.14 72.61 20.53 27.8% 1.69 2.3% 7% False False 11,454
60 93.14 72.61 20.53 27.8% 1.51 2.0% 7% False False 9,038
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 0.17
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 80.24
2.618 78.18
1.618 76.92
1.000 76.14
0.618 75.66
HIGH 74.88
0.618 74.40
0.500 74.25
0.382 74.10
LOW 73.62
0.618 72.84
1.000 72.36
1.618 71.58
2.618 70.32
4.250 68.27
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 74.25 74.39
PP 74.16 74.25
S1 74.07 74.12

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

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