NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 73.48 73.55 0.07 0.1% 76.87
High 75.79 74.56 -1.23 -1.6% 80.03
Low 71.99 72.32 0.33 0.5% 71.99
Close 73.48 73.55 0.07 0.1% 73.55
Range 3.80 2.24 -1.56 -41.1% 8.04
ATR 2.42 2.41 -0.01 -0.5% 0.00
Volume 19,369 23,667 4,298 22.2% 98,931
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 80.20 79.11 74.78
R3 77.96 76.87 74.17
R2 75.72 75.72 73.96
R1 74.63 74.63 73.76 74.67
PP 73.48 73.48 73.48 73.50
S1 72.39 72.39 73.34 72.43
S2 71.24 71.24 73.14
S3 69.00 70.15 72.93
S4 66.76 67.91 72.32
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 99.31 94.47 77.97
R3 91.27 86.43 75.76
R2 83.23 83.23 75.02
R1 78.39 78.39 74.29 76.79
PP 75.19 75.19 75.19 74.39
S1 70.35 70.35 72.81 68.75
S2 67.15 67.15 72.08
S3 59.11 62.31 71.34
S4 51.07 54.27 69.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.03 71.99 8.04 10.9% 2.78 3.8% 19% False False 19,786
10 85.35 71.99 13.36 18.2% 2.54 3.4% 12% False False 19,049
20 92.75 71.99 20.76 28.2% 2.48 3.4% 8% False False 18,213
40 92.75 71.99 20.76 28.2% 1.90 2.6% 8% False False 15,517
60 92.75 71.99 20.76 28.2% 1.69 2.3% 8% False False 11,898
80 92.75 71.99 20.76 28.2% 1.63 2.2% 8% False False 9,899
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.08
2.618 80.42
1.618 78.18
1.000 76.80
0.618 75.94
HIGH 74.56
0.618 73.70
0.500 73.44
0.382 73.18
LOW 72.32
0.618 70.94
1.000 70.08
1.618 68.70
2.618 66.46
4.250 62.80
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 73.51 74.03
PP 73.48 73.87
S1 73.44 73.71

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

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