NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 81.50 78.67 -2.83 -3.5% 84.22
High 81.50 79.60 -1.90 -2.3% 86.52
Low 77.82 76.82 -1.00 -1.3% 80.77
Close 78.03 77.30 -0.73 -0.9% 81.03
Range 3.68 2.78 -0.90 -24.5% 5.75
ATR 2.44 2.47 0.02 1.0% 0.00
Volume 57,997 63,149 5,152 8.9% 253,270
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 86.25 84.55 78.83
R3 83.47 81.77 78.06
R2 80.69 80.69 77.81
R1 78.99 78.99 77.55 78.45
PP 77.91 77.91 77.91 77.64
S1 76.21 76.21 77.05 75.67
S2 75.13 75.13 76.79
S3 72.35 73.43 76.54
S4 69.57 70.65 75.77
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 76.82 9.70 12.5% 2.78 3.6% 5% False True 54,189
10 89.83 76.82 13.01 16.8% 3.05 3.9% 4% False True 59,638
20 93.55 76.82 16.73 21.6% 2.47 3.2% 3% False True 56,173
40 93.55 76.82 16.73 21.6% 1.96 2.5% 3% False True 51,390
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 0.50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.42
2.618 86.88
1.618 84.10
1.000 82.38
0.618 81.32
HIGH 79.60
0.618 78.54
0.500 78.21
0.382 77.88
LOW 76.82
0.618 75.10
1.000 74.04
1.618 72.32
2.618 69.54
4.250 65.01
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 78.21 80.71
PP 77.91 79.57
S1 77.60 78.44

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

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