NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 81.03 81.50 0.47 0.6% 84.22
High 84.59 81.50 -3.09 -3.7% 86.52
Low 80.77 77.82 -2.95 -3.7% 80.77
Close 81.03 78.03 -3.00 -3.7% 81.03
Range 3.82 3.68 -0.14 -3.7% 5.75
ATR 2.35 2.44 0.10 4.1% 0.00
Volume 52,936 57,997 5,061 9.6% 253,270
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 90.16 87.77 80.05
R3 86.48 84.09 79.04
R2 82.80 82.80 78.70
R1 80.41 80.41 78.37 79.77
PP 79.12 79.12 79.12 78.79
S1 76.73 76.73 77.69 76.09
S2 75.44 75.44 77.36
S3 71.76 73.05 77.02
S4 68.08 69.37 76.01
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 100.02 96.28 84.19
R3 94.27 90.53 82.61
R2 88.52 88.52 82.08
R1 84.78 84.78 81.56 83.78
PP 82.77 82.77 82.77 82.27
S1 79.03 79.03 80.50 78.03
S2 77.02 77.02 79.98
S3 71.27 73.28 79.45
S4 65.52 67.53 77.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.52 77.82 8.70 11.1% 2.64 3.4% 2% False True 50,134
10 93.08 77.82 15.26 19.6% 3.13 4.0% 1% False True 57,787
20 93.55 77.82 15.73 20.2% 2.38 3.0% 1% False True 54,858
40 93.55 77.82 15.73 20.2% 1.95 2.5% 1% False True 50,432
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 97.14
2.618 91.13
1.618 87.45
1.000 85.18
0.618 83.77
HIGH 81.50
0.618 80.09
0.500 79.66
0.382 79.23
LOW 77.82
0.618 75.55
1.000 74.14
1.618 71.87
2.618 68.19
4.250 62.18
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 79.66 82.17
PP 79.12 80.79
S1 78.57 79.41

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

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