NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 74.00 74.65 0.65 0.9% 81.50
High 75.34 78.65 3.31 4.4% 81.50
Low 73.17 74.50 1.33 1.8% 73.07
Close 75.23 78.45 3.22 4.3% 74.76
Range 2.17 4.15 1.98 91.2% 8.43
ATR 2.48 2.60 0.12 4.8% 0.00
Volume 66,562 51,988 -14,574 -21.9% 341,351
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 89.65 88.20 80.73
R3 85.50 84.05 79.59
R2 81.35 81.35 79.21
R1 79.90 79.90 78.83 80.63
PP 77.20 77.20 77.20 77.56
S1 75.75 75.75 78.07 76.48
S2 73.05 73.05 77.69
S3 68.90 71.60 77.31
S4 64.75 67.45 76.17
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 78.65 71.50 7.15 9.1% 2.58 3.3% 97% True False 60,018
10 84.59 71.50 13.09 16.7% 2.90 3.7% 53% False False 61,169
20 93.55 71.50 22.05 28.1% 2.81 3.6% 32% False False 59,994
40 93.55 71.50 22.05 28.1% 2.18 2.8% 32% False False 57,040
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 96.29
2.618 89.51
1.618 85.36
1.000 82.80
0.618 81.21
HIGH 78.65
0.618 77.06
0.500 76.58
0.382 76.09
LOW 74.50
0.618 71.94
1.000 70.35
1.618 67.79
2.618 63.64
4.250 56.86
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 77.83 77.33
PP 77.20 76.20
S1 76.58 75.08

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

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