NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 10-May-2010
Day Change Summary
Previous Current
07-May-2010 10-May-2010 Change Change % Previous Week
Open 83.94 84.22 0.28 0.3% 91.85
High 85.11 86.28 1.17 1.4% 93.55
Low 82.09 83.80 1.71 2.1% 82.00
Close 83.11 85.06 1.95 2.3% 83.11
Range 3.02 2.48 -0.54 -17.9% 11.55
ATR 2.22 2.29 0.07 3.1% 0.00
Volume 83,449 60,597 -22,852 -27.4% 318,069
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 92.49 91.25 86.42
R3 90.01 88.77 85.74
R2 87.53 87.53 85.51
R1 86.29 86.29 85.29 86.91
PP 85.05 85.05 85.05 85.36
S1 83.81 83.81 84.83 84.43
S2 82.57 82.57 84.61
S3 80.09 81.33 84.38
S4 77.61 78.85 83.70
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 120.87 113.54 89.46
R3 109.32 101.99 86.29
R2 97.77 97.77 85.23
R1 90.44 90.44 84.17 88.33
PP 86.22 86.22 86.22 85.17
S1 78.89 78.89 82.05 76.78
S2 74.67 74.67 80.99
S3 63.12 67.34 79.93
S4 51.57 55.79 76.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.08 82.00 11.08 13.0% 3.62 4.3% 28% False False 65,441
10 93.55 82.00 11.55 13.6% 2.69 3.2% 26% False False 59,972
20 93.55 82.00 11.55 13.6% 2.13 2.5% 26% False False 59,272
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.43
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 96.82
2.618 92.77
1.618 90.29
1.000 88.76
0.618 87.81
HIGH 86.28
0.618 85.33
0.500 85.04
0.382 84.75
LOW 83.80
0.618 82.27
1.000 81.32
1.618 79.79
2.618 77.31
4.250 73.26
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 85.05 84.94
PP 85.05 84.82
S1 85.04 84.70

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

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