NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 74.53 75.62 1.09 1.5% 81.03
High 74.53 75.64 1.11 1.5% 81.03
Low 72.06 74.55 2.49 3.5% 73.41
Close 73.45 75.62 2.17 3.0% 75.15
Range 2.47 1.09 -1.38 -55.9% 7.62
ATR 2.05 2.06 0.01 0.5% 0.00
Volume 4,554 5,526 972 21.3% 30,177
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 78.54 78.17 76.22
R3 77.45 77.08 75.92
R2 76.36 76.36 75.82
R1 75.99 75.99 75.72 76.17
PP 75.27 75.27 75.27 75.36
S1 74.90 74.90 75.52 75.08
S2 74.18 74.18 75.42
S3 73.09 73.81 75.32
S4 72.00 72.72 75.02
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 99.39 94.89 79.34
R3 91.77 87.27 77.25
R2 84.15 84.15 76.55
R1 79.65 79.65 75.85 78.09
PP 76.53 76.53 76.53 75.75
S1 72.03 72.03 74.45 70.47
S2 68.91 68.91 73.75
S3 61.29 64.41 73.05
S4 53.67 56.79 70.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.13 72.06 5.07 6.7% 1.92 2.5% 70% False False 6,293
10 86.81 72.06 14.75 19.5% 2.04 2.7% 24% False False 5,835
20 93.29 72.06 21.23 28.1% 2.00 2.6% 17% False False 5,499
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.27
2.618 78.49
1.618 77.40
1.000 76.73
0.618 76.31
HIGH 75.64
0.618 75.22
0.500 75.10
0.382 74.97
LOW 74.55
0.618 73.88
1.000 73.46
1.618 72.79
2.618 71.70
4.250 69.92
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 75.45 75.04
PP 75.27 74.46
S1 75.10 73.88

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

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