NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 77.05 76.25 -0.80 -1.0% 84.22
High 77.21 76.85 -0.36 -0.5% 86.52
Low 75.20 73.07 -2.13 -2.8% 80.77
Close 76.48 74.57 -1.91 -2.5% 81.03
Range 2.01 3.78 1.77 88.1% 5.75
ATR 2.44 2.53 0.10 3.9% 0.00
Volume 58,000 79,515 21,515 37.1% 253,270
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 86.17 84.15 76.65
R3 82.39 80.37 75.61
R2 78.61 78.61 75.26
R1 76.59 76.59 74.92 75.71
PP 74.83 74.83 74.83 74.39
S1 72.81 72.81 74.22 71.93
S2 71.05 71.05 73.88
S3 67.27 69.03 73.53
S4 63.49 65.25 72.49
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 84.59 73.07 11.52 15.4% 3.21 4.3% 13% False True 62,319
10 86.52 73.07 13.45 18.0% 2.73 3.7% 11% False True 59,538
20 93.55 73.07 20.48 27.5% 2.58 3.5% 7% False True 57,638
40 93.55 73.07 20.48 27.5% 2.04 2.7% 7% False True 53,479
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.51
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 92.92
2.618 86.75
1.618 82.97
1.000 80.63
0.618 79.19
HIGH 76.85
0.618 75.41
0.500 74.96
0.382 74.51
LOW 73.07
0.618 70.73
1.000 69.29
1.618 66.95
2.618 63.17
4.250 57.01
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 74.96 76.34
PP 74.83 75.75
S1 74.70 75.16

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

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