NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 74.64 73.94 -0.70 -0.9% 77.48
High 74.76 77.87 3.11 4.2% 80.58
Low 72.61 73.94 1.33 1.8% 72.61
Close 74.64 77.83 3.19 4.3% 74.20
Range 2.15 3.93 1.78 82.8% 7.97
ATR 2.26 2.38 0.12 5.3% 0.00
Volume 14,262 12,902 -1,360 -9.5% 67,161
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 88.34 87.01 79.99
R3 84.41 83.08 78.91
R2 80.48 80.48 78.55
R1 79.15 79.15 78.19 79.82
PP 76.55 76.55 76.55 76.88
S1 75.22 75.22 77.47 75.89
S2 72.62 72.62 77.11
S3 68.69 71.29 76.75
S4 64.76 67.36 75.67
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 77.87 70.96 6.91 8.9% 2.43 3.1% 99% True False 13,232
10 83.87 70.96 12.91 16.6% 2.71 3.5% 53% False False 13,097
20 93.14 70.96 22.18 28.5% 2.49 3.2% 31% False False 13,839
40 93.14 70.96 22.18 28.5% 1.82 2.3% 31% False False 11,989
60 93.14 70.96 22.18 28.5% 1.59 2.0% 31% False False 9,429
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 94.57
2.618 88.16
1.618 84.23
1.000 81.80
0.618 80.30
HIGH 77.87
0.618 76.37
0.500 75.91
0.382 75.44
LOW 73.94
0.618 71.51
1.000 70.01
1.618 67.58
2.618 63.65
4.250 57.24
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 77.19 76.69
PP 76.55 75.55
S1 75.91 74.42

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

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