NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 79.80 76.87 -2.93 -3.7% 82.96
High 83.31 80.03 -3.28 -3.9% 85.35
Low 79.54 76.69 -2.85 -3.6% 79.54
Close 79.80 76.90 -2.90 -3.6% 79.80
Range 3.77 3.34 -0.43 -11.4% 5.81
ATR 2.24 2.32 0.08 3.5% 0.00
Volume 21,294 21,055 -239 -1.1% 91,560
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 87.89 85.74 78.74
R3 84.55 82.40 77.82
R2 81.21 81.21 77.51
R1 79.06 79.06 77.21 80.14
PP 77.87 77.87 77.87 78.41
S1 75.72 75.72 76.59 76.80
S2 74.53 74.53 76.29
S3 71.19 72.38 75.98
S4 67.85 69.04 75.06
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 98.99 95.21 83.00
R3 93.18 89.40 81.40
R2 87.37 87.37 80.87
R1 83.59 83.59 80.33 82.58
PP 81.56 81.56 81.56 81.06
S1 77.78 77.78 79.27 76.77
S2 75.75 75.75 78.73
S3 69.94 71.97 78.20
S4 64.13 66.16 76.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.35 76.69 8.66 11.3% 2.49 3.2% 2% False True 18,577
10 92.33 76.69 15.64 20.3% 3.00 3.9% 1% False True 19,346
20 92.75 76.69 16.06 20.9% 2.24 2.9% 1% False True 16,945
40 92.75 76.69 16.06 20.9% 1.78 2.3% 1% False True 13,960
60 92.75 76.69 16.06 20.9% 1.62 2.1% 1% False True 10,865
80 92.75 73.17 19.58 25.5% 1.54 2.0% 19% False False 9,059
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 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.23
2.618 88.77
1.618 85.43
1.000 83.37
0.618 82.09
HIGH 80.03
0.618 78.75
0.500 78.36
0.382 77.97
LOW 76.69
0.618 74.63
1.000 73.35
1.618 71.29
2.618 67.95
4.250 62.50
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 78.36 81.02
PP 77.87 79.65
S1 77.39 78.27

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

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