NYMEX Light Sweet Crude Oil Future November 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 73.98 72.42 -1.56 -2.1% 77.48
High 74.88 73.52 -1.36 -1.8% 80.58
Low 73.62 70.96 -2.66 -3.6% 72.61
Close 73.98 72.42 -1.56 -2.1% 74.20
Range 1.26 2.56 1.30 103.2% 7.97
ATR 2.20 2.26 0.06 2.7% 0.00
Volume 14,465 8,982 -5,483 -37.9% 67,161
Daily Pivots for day following 25-May-2010
Classic Woodie Camarilla DeMark
R4 79.98 78.76 73.83
R3 77.42 76.20 73.12
R2 74.86 74.86 72.89
R1 73.64 73.64 72.65 73.70
PP 72.30 72.30 72.30 72.33
S1 71.08 71.08 72.19 71.14
S2 69.74 69.74 71.95
S3 67.18 68.52 71.72
S4 64.62 65.96 71.01
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 99.71 94.92 78.58
R3 91.74 86.95 76.39
R2 83.77 83.77 75.66
R1 78.98 78.98 74.93 77.39
PP 75.80 75.80 75.80 75.00
S1 71.01 71.01 73.47 69.42
S2 67.83 67.83 72.74
S3 59.86 63.04 72.01
S4 51.89 55.07 69.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.61 70.96 5.65 7.8% 2.30 3.2% 26% False True 12,801
10 85.75 70.96 14.79 20.4% 2.37 3.3% 10% False True 12,914
20 93.14 70.96 22.18 30.6% 2.30 3.2% 7% False True 13,602
40 93.14 70.96 22.18 30.6% 1.70 2.4% 7% False True 11,579
60 93.14 70.96 22.18 30.6% 1.52 2.1% 7% False True 9,105
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 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.40
2.618 80.22
1.618 77.66
1.000 76.08
0.618 75.10
HIGH 73.52
0.618 72.54
0.500 72.24
0.382 71.94
LOW 70.96
0.618 69.38
1.000 68.40
1.618 66.82
2.618 64.26
4.250 60.08
Fisher Pivots for day following 25-May-2010
Pivot 1 day 3 day
R1 72.36 73.08
PP 72.30 72.86
S1 72.24 72.64

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

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