NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 85.74 80.47 -5.27 -6.1% 84.55
High 85.75 83.87 -1.88 -2.2% 85.75
Low 84.05 80.25 -3.80 -4.5% 80.25
Close 84.28 80.47 -3.81 -4.5% 80.47
Range 1.70 3.62 1.92 112.9% 5.50
ATR 1.91 2.06 0.15 8.0% 0.00
Volume 13,770 13,198 -572 -4.2% 66,626
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 92.39 90.05 82.46
R3 88.77 86.43 81.47
R2 85.15 85.15 81.13
R1 82.81 82.81 80.80 82.28
PP 81.53 81.53 81.53 81.27
S1 79.19 79.19 80.14 78.66
S2 77.91 77.91 79.81
S3 74.29 75.57 79.47
S4 70.67 71.95 78.48
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 98.66 95.06 83.50
R3 93.16 89.56 81.98
R2 87.66 87.66 81.48
R1 84.06 84.06 80.97 83.11
PP 82.16 82.16 82.16 81.68
S1 78.56 78.56 79.97 77.61
S2 76.66 76.66 79.46
S3 71.16 73.06 78.96
S4 65.66 67.56 77.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.75 80.25 5.50 6.8% 2.01 2.5% 4% False True 13,325
10 93.14 80.25 12.89 16.0% 2.51 3.1% 2% False True 14,526
20 93.14 80.25 12.89 16.0% 1.87 2.3% 2% False True 12,305
40 93.14 80.25 12.89 16.0% 1.53 1.9% 2% False True 9,955
60 93.14 79.48 13.66 17.0% 1.38 1.7% 7% False False 8,060
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 99.26
2.618 93.35
1.618 89.73
1.000 87.49
0.618 86.11
HIGH 83.87
0.618 82.49
0.500 82.06
0.382 81.63
LOW 80.25
0.618 78.01
1.000 76.63
1.618 74.39
2.618 70.77
4.250 64.87
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 82.06 83.00
PP 81.53 82.16
S1 81.00 81.31

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

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