NYMEX Light Sweet Crude Oil Future December 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 85.90 81.03 -4.87 -5.7% 84.22
High 86.52 84.59 -1.93 -2.2% 86.52
Low 84.34 80.77 -3.57 -4.2% 80.77
Close 84.84 81.03 -3.81 -4.5% 81.03
Range 2.18 3.82 1.64 75.2% 5.75
ATR 2.21 2.35 0.13 6.0% 0.00
Volume 45,311 52,936 7,625 16.8% 253,270
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 93.59 91.13 83.13
R3 89.77 87.31 82.08
R2 85.95 85.95 81.73
R1 83.49 83.49 81.38 82.94
PP 82.13 82.13 82.13 81.86
S1 79.67 79.67 80.68 79.12
S2 78.31 78.31 80.33
S3 74.49 75.85 79.98
S4 70.67 72.03 78.93
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 100.02 96.28 84.19
R3 94.27 90.53 82.61
R2 88.52 88.52 82.08
R1 84.78 84.78 81.56 83.78
PP 82.77 82.77 82.77 82.27
S1 79.03 79.03 80.50 78.03
S2 77.02 77.02 79.98
S3 71.27 73.28 79.45
S4 65.52 67.53 77.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.52 80.77 5.75 7.1% 2.40 3.0% 5% False True 50,654
10 93.55 80.77 12.78 15.8% 2.97 3.7% 2% False True 57,133
20 93.55 80.77 12.78 15.8% 2.31 2.8% 2% False True 55,245
40 93.55 80.77 12.78 15.8% 1.92 2.4% 2% False True 49,899
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 0.47
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 100.83
2.618 94.59
1.618 90.77
1.000 88.41
0.618 86.95
HIGH 84.59
0.618 83.13
0.500 82.68
0.382 82.23
LOW 80.77
0.618 78.41
1.000 76.95
1.618 74.59
2.618 70.77
4.250 64.54
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 82.68 83.65
PP 82.13 82.77
S1 81.58 81.90

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

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