NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 07-May-2010
Day Change Summary
Previous Current
06-May-2010 07-May-2010 Change Change % Previous Week
Open 83.79 82.61 -1.18 -1.4% 91.70
High 86.90 84.35 -2.55 -2.9% 93.14
Low 82.32 81.83 -0.49 -0.6% 81.83
Close 83.79 82.61 -1.18 -1.4% 82.61
Range 4.58 2.52 -2.06 -45.0% 11.31
ATR 1.90 1.94 0.04 2.3% 0.00
Volume 18,849 24,439 5,590 29.7% 78,643
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 90.49 89.07 84.00
R3 87.97 86.55 83.30
R2 85.45 85.45 83.07
R1 84.03 84.03 82.84 83.87
PP 82.93 82.93 82.93 82.85
S1 81.51 81.51 82.38 81.35
S2 80.41 80.41 82.15
S3 77.89 78.99 81.92
S4 75.37 76.47 81.22
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 119.79 112.51 88.83
R3 108.48 101.20 85.72
R2 97.17 97.17 84.68
R1 89.89 89.89 83.65 87.88
PP 85.86 85.86 85.86 84.85
S1 78.58 78.58 81.57 76.57
S2 74.55 74.55 80.54
S3 63.24 67.27 79.50
S4 51.93 55.96 76.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.14 81.83 11.31 13.7% 3.02 3.7% 7% False True 15,728
10 93.14 81.83 11.31 13.7% 2.08 2.5% 7% False True 13,352
20 93.14 81.83 11.31 13.7% 1.67 2.0% 7% False True 12,470
40 93.14 80.89 12.25 14.8% 1.40 1.7% 14% False False 8,794
60 93.14 76.87 16.27 19.7% 1.28 1.6% 35% False False 7,206
Crabel Price Patterns
NR True
NR4 True
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 0.38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.06
2.618 90.95
1.618 88.43
1.000 86.87
0.618 85.91
HIGH 84.35
0.618 83.39
0.500 83.09
0.382 82.79
LOW 81.83
0.618 80.27
1.000 79.31
1.618 77.75
2.618 75.23
4.250 71.12
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 83.09 85.58
PP 82.93 84.59
S1 82.77 83.60

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

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