NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 92.12 86.13 -5.99 -6.5% 89.44
High 92.33 88.80 -3.53 -3.8% 91.01
Low 88.57 85.39 -3.18 -3.6% 87.43
Close 88.77 86.13 -2.64 -3.0% 90.93
Range 3.76 3.41 -0.35 -9.3% 3.58
ATR 1.68 1.81 0.12 7.3% 0.00
Volume 12,620 22,008 9,388 74.4% 76,894
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 97.00 94.98 88.01
R3 93.59 91.57 87.07
R2 90.18 90.18 86.76
R1 88.16 88.16 86.44 87.84
PP 86.77 86.77 86.77 86.61
S1 84.75 84.75 85.82 84.43
S2 83.36 83.36 85.50
S3 79.95 81.34 85.19
S4 76.54 77.93 84.25
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 100.53 99.31 92.90
R3 96.95 95.73 91.91
R2 93.37 93.37 91.59
R1 92.15 92.15 91.26 92.76
PP 89.79 89.79 89.79 90.10
S1 88.57 88.57 90.60 89.18
S2 86.21 86.21 90.27
S3 82.63 84.99 89.95
S4 79.05 81.41 88.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.75 85.39 7.36 8.5% 2.39 2.8% 10% False True 17,128
10 92.75 85.39 7.36 8.5% 1.98 2.3% 10% False True 15,889
20 92.75 85.39 7.36 8.5% 1.65 1.9% 10% False True 16,195
40 92.75 80.82 11.93 13.9% 1.44 1.7% 45% False False 10,960
60 92.75 75.97 16.78 19.5% 1.47 1.7% 61% False False 8,650
80 92.75 73.17 19.58 22.7% 1.38 1.6% 66% False False 7,299
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
4.250 103.29
2.618 97.73
1.618 94.32
1.000 92.21
0.618 90.91
HIGH 88.80
0.618 87.50
0.500 87.10
0.382 86.69
LOW 85.39
0.618 83.28
1.000 81.98
1.618 79.87
2.618 76.46
4.250 70.90
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 87.10 89.07
PP 86.77 88.09
S1 86.45 87.11

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

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