NYMEX Light Sweet Crude Oil Future September 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 78.97 76.73 -2.24 -2.8% 83.17
High 79.19 77.84 -1.35 -1.7% 84.50
Low 75.90 74.97 -0.93 -1.2% 78.66
Close 76.17 75.48 -0.69 -0.9% 78.98
Range 3.29 2.87 -0.42 -12.8% 5.84
ATR 2.42 2.45 0.03 1.3% 0.00
Volume 43,345 44,564 1,219 2.8% 205,446
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 84.71 82.96 77.06
R3 81.84 80.09 76.27
R2 78.97 78.97 76.01
R1 77.22 77.22 75.74 76.66
PP 76.10 76.10 76.10 75.82
S1 74.35 74.35 75.22 73.79
S2 73.23 73.23 74.95
S3 70.36 71.48 74.69
S4 67.49 68.61 73.90
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 98.23 94.45 82.19
R3 92.39 88.61 80.59
R2 86.55 86.55 80.05
R1 82.77 82.77 79.52 81.74
PP 80.71 80.71 80.71 80.20
S1 76.93 76.93 78.44 75.90
S2 74.87 74.87 77.91
S3 69.03 71.09 77.37
S4 63.19 65.25 75.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.50 74.97 9.53 12.6% 2.73 3.6% 5% False True 45,712
10 88.37 74.97 13.40 17.8% 3.00 4.0% 4% False True 43,584
20 92.21 74.97 17.24 22.8% 2.45 3.3% 3% False True 40,662
40 92.21 74.97 17.24 22.8% 1.92 2.5% 3% False True 31,572
60 92.21 74.97 17.24 22.8% 1.85 2.5% 3% False True 23,920
80 92.21 72.43 19.78 26.2% 1.84 2.4% 15% False False 19,369
100 92.21 72.43 19.78 26.2% 1.69 2.2% 15% False False 16,049
120 92.21 72.43 19.78 26.2% 1.59 2.1% 15% False False 13,836
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 0.62
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.04
2.618 85.35
1.618 82.48
1.000 80.71
0.618 79.61
HIGH 77.84
0.618 76.74
0.500 76.41
0.382 76.07
LOW 74.97
0.618 73.20
1.000 72.10
1.618 70.33
2.618 67.46
4.250 62.77
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 76.41 78.74
PP 76.10 77.65
S1 75.79 76.57

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

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