NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 25-May-2010
Day Change Summary
Previous Current
24-May-2010 25-May-2010 Change Change % Previous Week
Open 73.72 71.76 -1.96 -2.7% 76.87
High 74.25 72.63 -1.62 -2.2% 80.03
Low 72.89 70.35 -2.54 -3.5% 71.99
Close 73.33 71.76 -1.57 -2.1% 73.55
Range 1.36 2.28 0.92 67.6% 8.04
ATR 2.33 2.38 0.05 2.0% 0.00
Volume 20,425 12,053 -8,372 -41.0% 98,931
Daily Pivots for day following 25-May-2010
Classic Woodie Camarilla DeMark
R4 78.42 77.37 73.01
R3 76.14 75.09 72.39
R2 73.86 73.86 72.18
R1 72.81 72.81 71.97 72.90
PP 71.58 71.58 71.58 71.63
S1 70.53 70.53 71.55 70.62
S2 69.30 69.30 71.34
S3 67.02 68.25 71.13
S4 64.74 65.97 70.51
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 76.06 70.35 5.71 8.0% 2.31 3.2% 25% False True 17,925
10 85.35 70.35 15.00 20.9% 2.49 3.5% 9% False True 18,761
20 92.75 70.35 22.40 31.2% 2.53 3.5% 6% False True 18,551
40 92.75 70.35 22.40 31.2% 1.93 2.7% 6% False True 16,130
60 92.75 70.35 22.40 31.2% 1.68 2.3% 6% False True 12,261
80 92.75 70.35 22.40 31.2% 1.66 2.3% 6% False True 10,222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.66
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.32
2.618 78.60
1.618 76.32
1.000 74.91
0.618 74.04
HIGH 72.63
0.618 71.76
0.500 71.49
0.382 71.22
LOW 70.35
0.618 68.94
1.000 68.07
1.618 66.66
2.618 64.38
4.250 60.66
Fisher Pivots for day following 25-May-2010
Pivot 1 day 3 day
R1 71.67 72.46
PP 71.58 72.22
S1 71.49 71.99

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

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