NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 84.88 85.90 1.02 1.2% 91.85
High 86.17 86.52 0.35 0.4% 93.55
Low 84.72 84.34 -0.38 -0.4% 82.00
Close 85.82 84.84 -0.98 -1.1% 83.11
Range 1.45 2.18 0.73 50.3% 11.55
ATR 2.22 2.21 0.00 -0.1% 0.00
Volume 51,553 45,311 -6,242 -12.1% 318,069
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 91.77 90.49 86.04
R3 89.59 88.31 85.44
R2 87.41 87.41 85.24
R1 86.13 86.13 85.04 85.68
PP 85.23 85.23 85.23 85.01
S1 83.95 83.95 84.64 83.50
S2 83.05 83.05 84.44
S3 80.87 81.77 84.24
S4 78.69 79.59 83.64
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 86.52 82.09 4.43 5.2% 2.24 2.6% 62% True False 56,756
10 93.55 82.00 11.55 13.6% 2.73 3.2% 25% False False 58,819
20 93.55 82.00 11.55 13.6% 2.22 2.6% 25% False False 55,026
40 93.55 81.13 12.42 14.6% 1.84 2.2% 30% False False 49,356
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.79
2.618 92.23
1.618 90.05
1.000 88.70
0.618 87.87
HIGH 86.52
0.618 85.69
0.500 85.43
0.382 85.17
LOW 84.34
0.618 82.99
1.000 82.16
1.618 80.81
2.618 78.63
4.250 75.08
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 85.43 85.23
PP 85.23 85.10
S1 85.04 84.97

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

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