NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 84.22 85.30 1.08 1.3% 91.85
High 86.28 86.03 -0.25 -0.3% 93.55
Low 83.80 83.94 0.14 0.2% 82.00
Close 85.06 85.29 0.23 0.3% 83.11
Range 2.48 2.09 -0.39 -15.7% 11.55
ATR 2.29 2.27 -0.01 -0.6% 0.00
Volume 60,597 42,873 -17,724 -29.2% 318,069
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 91.36 90.41 86.44
R3 89.27 88.32 85.86
R2 87.18 87.18 85.67
R1 86.23 86.23 85.48 85.66
PP 85.09 85.09 85.09 84.80
S1 84.14 84.14 85.10 83.57
S2 83.00 83.00 84.91
S3 80.91 82.05 84.72
S4 78.82 79.96 84.14
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 89.83 82.00 7.83 9.2% 3.31 3.9% 42% False False 65,087
10 93.55 82.00 11.55 13.5% 2.72 3.2% 28% False False 60,526
20 93.55 82.00 11.55 13.5% 2.16 2.5% 28% False False 58,119
40 93.55 81.13 12.42 14.6% 1.84 2.2% 33% False False 48,478
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 0.46
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 94.91
2.618 91.50
1.618 89.41
1.000 88.12
0.618 87.32
HIGH 86.03
0.618 85.23
0.500 84.99
0.382 84.74
LOW 83.94
0.618 82.65
1.000 81.85
1.618 80.56
2.618 78.47
4.250 75.06
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 85.19 84.92
PP 85.09 84.55
S1 84.99 84.19

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

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