NYMEX Light Sweet Crude Oil Future August 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 71.25 71.78 0.53 0.7% 77.81
High 72.77 75.82 3.05 4.2% 78.03
Low 70.42 71.75 1.33 1.9% 70.27
Close 72.54 75.62 3.08 4.2% 71.67
Range 2.35 4.07 1.72 73.2% 7.76
ATR 2.56 2.67 0.11 4.2% 0.00
Volume 98,452 112,332 13,880 14.1% 554,454
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 86.61 85.18 77.86
R3 82.54 81.11 76.74
R2 78.47 78.47 76.37
R1 77.04 77.04 75.99 77.76
PP 74.40 74.40 74.40 74.75
S1 72.97 72.97 75.25 73.69
S2 70.33 70.33 74.87
S3 66.26 68.90 74.50
S4 62.19 64.83 73.38
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 96.60 91.90 75.94
R3 88.84 84.14 73.80
R2 81.08 81.08 73.09
R1 76.38 76.38 72.38 74.85
PP 73.32 73.32 73.32 72.56
S1 68.62 68.62 70.96 67.09
S2 65.56 65.56 70.25
S3 57.80 60.86 69.54
S4 50.04 53.10 67.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.82 68.59 7.23 9.6% 2.57 3.4% 97% True False 106,960
10 81.30 68.59 12.71 16.8% 2.93 3.9% 55% False False 107,191
20 91.38 68.59 22.79 30.1% 2.88 3.8% 31% False False 90,570
40 91.38 68.59 22.79 30.1% 2.25 3.0% 31% False False 69,253
60 91.38 68.59 22.79 30.1% 2.01 2.7% 31% False False 49,960
80 91.38 68.59 22.79 30.1% 2.02 2.7% 31% False False 39,193
100 91.38 68.59 22.79 30.1% 1.88 2.5% 31% False False 32,140
120 91.38 68.59 22.79 30.1% 1.73 2.3% 31% False False 27,100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 93.12
2.618 86.48
1.618 82.41
1.000 79.89
0.618 78.34
HIGH 75.82
0.618 74.27
0.500 73.79
0.382 73.30
LOW 71.75
0.618 69.23
1.000 67.68
1.618 65.16
2.618 61.09
4.250 54.45
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 75.01 74.48
PP 74.40 73.34
S1 73.79 72.21

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

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