NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 89.31 87.25 -2.06 -2.3% 90.60
High 89.83 87.40 -2.43 -2.7% 91.78
Low 86.27 82.00 -4.27 -4.9% 88.26
Close 87.11 84.21 -2.90 -3.3% 91.67
Range 3.56 5.40 1.84 51.7% 3.52
ATR 1.91 2.16 0.25 13.1% 0.00
Volume 58,320 80,199 21,879 37.5% 266,779
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 100.74 97.87 87.18
R3 95.34 92.47 85.70
R2 89.94 89.94 85.20
R1 87.07 87.07 84.71 85.81
PP 84.54 84.54 84.54 83.90
S1 81.67 81.67 83.72 80.41
S2 79.14 79.14 83.22
S3 73.74 76.27 82.73
S4 68.34 70.87 81.24
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 101.13 99.92 93.61
R3 97.61 96.40 92.64
R2 94.09 94.09 92.32
R1 92.88 92.88 91.99 93.49
PP 90.57 90.57 90.57 90.87
S1 89.36 89.36 91.35 89.97
S2 87.05 87.05 91.02
S3 83.53 85.84 90.70
S4 80.01 82.32 89.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.55 82.00 11.55 13.7% 3.21 3.8% 19% False True 60,881
10 93.55 82.00 11.55 13.7% 2.43 2.9% 19% False True 55,739
20 93.55 82.00 11.55 13.7% 1.99 2.4% 19% False True 58,135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 110.35
2.618 101.54
1.618 96.14
1.000 92.80
0.618 90.74
HIGH 87.40
0.618 85.34
0.500 84.70
0.382 84.06
LOW 82.00
0.618 78.66
1.000 76.60
1.618 73.26
2.618 67.86
4.250 59.05
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 84.70 87.54
PP 84.54 86.43
S1 84.37 85.32

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

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