NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 76.23 76.17 -0.06 -0.1% 84.55
High 76.61 76.17 -0.44 -0.6% 85.75
Low 74.75 72.61 -2.14 -2.9% 80.25
Close 75.97 74.07 -1.90 -2.5% 80.47
Range 1.86 3.56 1.70 91.4% 5.50
ATR 2.17 2.27 0.10 4.6% 0.00
Volume 11,279 13,726 2,447 21.7% 66,626
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 84.96 83.08 76.03
R3 81.40 79.52 75.05
R2 77.84 77.84 74.72
R1 75.96 75.96 74.40 75.12
PP 74.28 74.28 74.28 73.87
S1 72.40 72.40 73.74 71.56
S2 70.72 70.72 73.42
S3 67.16 68.84 73.09
S4 63.60 65.28 72.11
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 83.87 72.61 11.26 15.2% 2.99 4.0% 13% False True 12,961
10 85.75 72.61 13.14 17.7% 2.39 3.2% 11% False True 14,267
20 93.14 72.61 20.53 27.7% 2.19 3.0% 7% False True 13,070
40 93.14 72.61 20.53 27.7% 1.65 2.2% 7% False True 10,907
60 93.14 72.61 20.53 27.7% 1.51 2.0% 7% False True 8,632
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.31
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 91.30
2.618 85.49
1.618 81.93
1.000 79.73
0.618 78.37
HIGH 76.17
0.618 74.81
0.500 74.39
0.382 73.97
LOW 72.61
0.618 70.41
1.000 69.05
1.618 66.85
2.618 63.29
4.250 57.48
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 74.39 75.80
PP 74.28 75.22
S1 74.18 74.65

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

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