NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 86.13 83.30 -2.83 -3.3% 89.44
High 88.80 86.37 -2.43 -2.7% 91.01
Low 85.39 81.27 -4.12 -4.8% 87.43
Close 86.13 83.30 -2.83 -3.3% 90.93
Range 3.41 5.10 1.69 49.6% 3.58
ATR 1.81 2.04 0.24 13.0% 0.00
Volume 22,008 21,012 -996 -4.5% 76,894
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 98.95 96.22 86.11
R3 93.85 91.12 84.70
R2 88.75 88.75 84.24
R1 86.02 86.02 83.77 85.85
PP 83.65 83.65 83.65 83.56
S1 80.92 80.92 82.83 80.75
S2 78.55 78.55 82.37
S3 73.45 75.82 81.90
S4 68.35 70.72 80.50
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 81.27 11.48 13.8% 3.09 3.7% 18% False True 18,197
10 92.75 81.27 11.48 13.8% 2.30 2.8% 18% False True 16,438
20 92.75 81.27 11.48 13.8% 1.85 2.2% 18% False True 16,560
40 92.75 80.82 11.93 14.3% 1.52 1.8% 21% False False 11,303
60 92.75 75.97 16.78 20.1% 1.53 1.8% 44% False False 8,908
80 92.75 73.17 19.58 23.5% 1.43 1.7% 52% False False 7,535
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 0.50
Widest range in 87 trading days
Fibonacci Retracements and Extensions
4.250 108.05
2.618 99.72
1.618 94.62
1.000 91.47
0.618 89.52
HIGH 86.37
0.618 84.42
0.500 83.82
0.382 83.22
LOW 81.27
0.618 78.12
1.000 76.17
1.618 73.02
2.618 67.92
4.250 59.60
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 83.82 86.80
PP 83.65 85.63
S1 83.47 84.47

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

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