NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 19-May-2010
Day Change Summary
Previous Current
18-May-2010 19-May-2010 Change Change % Previous Week
Open 78.67 77.05 -1.62 -2.1% 84.22
High 79.60 77.21 -2.39 -3.0% 86.52
Low 76.82 75.20 -1.62 -2.1% 80.77
Close 77.30 76.48 -0.82 -1.1% 81.03
Range 2.78 2.01 -0.77 -27.7% 5.75
ATR 2.47 2.44 -0.03 -1.1% 0.00
Volume 63,149 58,000 -5,149 -8.2% 253,270
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 82.33 81.41 77.59
R3 80.32 79.40 77.03
R2 78.31 78.31 76.85
R1 77.39 77.39 76.66 76.85
PP 76.30 76.30 76.30 76.02
S1 75.38 75.38 76.30 74.84
S2 74.29 74.29 76.11
S3 72.28 73.37 75.93
S4 70.27 71.36 75.37
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 75.20 11.32 14.8% 2.89 3.8% 11% False True 55,478
10 87.40 75.20 12.20 16.0% 2.89 3.8% 10% False True 59,606
20 93.55 75.20 18.35 24.0% 2.49 3.3% 7% False True 56,633
40 93.55 75.20 18.35 24.0% 1.98 2.6% 7% False True 52,118
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.46
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 85.75
2.618 82.47
1.618 80.46
1.000 79.22
0.618 78.45
HIGH 77.21
0.618 76.44
0.500 76.21
0.382 75.97
LOW 75.20
0.618 73.96
1.000 73.19
1.618 71.95
2.618 69.94
4.250 66.66
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 76.39 78.35
PP 76.30 77.73
S1 76.21 77.10

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

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