NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 25-May-2010
Day Change Summary
Previous Current
24-May-2010 25-May-2010 Change Change % Previous Week
Open 74.80 74.16 -0.64 -0.9% 81.50
High 75.52 74.23 -1.29 -1.7% 81.50
Low 73.96 71.50 -2.46 -3.3% 73.07
Close 74.57 73.04 -1.53 -2.1% 74.76
Range 1.56 2.73 1.17 75.0% 8.43
ATR 2.45 2.49 0.04 1.8% 0.00
Volume 66,757 32,097 -34,660 -51.9% 341,351
Daily Pivots for day following 25-May-2010
Classic Woodie Camarilla DeMark
R4 81.11 79.81 74.54
R3 78.38 77.08 73.79
R2 75.65 75.65 73.54
R1 74.35 74.35 73.29 73.64
PP 72.92 72.92 72.92 72.57
S1 71.62 71.62 72.79 70.91
S2 70.19 70.19 72.54
S3 67.46 68.89 72.29
S4 64.73 66.16 71.54
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 101.73 96.68 79.40
R3 93.30 88.25 77.08
R2 84.87 84.87 76.31
R1 79.82 79.82 75.53 78.13
PP 76.44 76.44 76.44 75.60
S1 71.39 71.39 73.99 69.70
S2 68.01 68.01 73.21
S3 59.58 62.96 72.44
S4 51.15 54.53 70.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.21 71.50 5.71 7.8% 2.48 3.4% 27% False True 63,811
10 86.52 71.50 15.02 20.6% 2.63 3.6% 10% False True 59,000
20 93.55 71.50 22.05 30.2% 2.68 3.7% 7% False True 59,763
40 93.55 71.50 22.05 30.2% 2.08 2.8% 7% False True 55,635
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.83
2.618 81.38
1.618 78.65
1.000 76.96
0.618 75.92
HIGH 74.23
0.618 73.19
0.500 72.87
0.382 72.54
LOW 71.50
0.618 69.81
1.000 68.77
1.618 67.08
2.618 64.35
4.250 59.90
Fisher Pivots for day following 25-May-2010
Pivot 1 day 3 day
R1 72.98 73.65
PP 72.92 73.44
S1 72.87 73.24

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

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