NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 73.67 74.80 1.13 1.5% 81.50
High 75.79 75.52 -0.27 -0.4% 81.50
Low 73.48 73.96 0.48 0.7% 73.07
Close 74.76 74.57 -0.19 -0.3% 74.76
Range 2.31 1.56 -0.75 -32.5% 8.43
ATR 2.52 2.45 -0.07 -2.7% 0.00
Volume 82,690 66,757 -15,933 -19.3% 341,351
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 79.36 78.53 75.43
R3 77.80 76.97 75.00
R2 76.24 76.24 74.86
R1 75.41 75.41 74.71 75.05
PP 74.68 74.68 74.68 74.50
S1 73.85 73.85 74.43 73.49
S2 73.12 73.12 74.28
S3 71.56 72.29 74.14
S4 70.00 70.73 73.71
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 101.73 96.68 79.40
R3 93.30 88.25 77.08
R2 84.87 84.87 76.31
R1 79.82 79.82 75.53 78.13
PP 76.44 76.44 76.44 75.60
S1 71.39 71.39 73.99 69.70
S2 68.01 68.01 73.21
S3 59.58 62.96 72.44
S4 51.15 54.53 70.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.60 73.07 6.53 8.8% 2.49 3.3% 23% False False 70,022
10 86.52 73.07 13.45 18.0% 2.57 3.4% 11% False False 60,078
20 93.55 73.07 20.48 27.5% 2.63 3.5% 7% False False 60,025
40 93.55 73.07 20.48 27.5% 2.06 2.8% 7% False False 55,467
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 82.15
2.618 79.60
1.618 78.04
1.000 77.08
0.618 76.48
HIGH 75.52
0.618 74.92
0.500 74.74
0.382 74.56
LOW 73.96
0.618 73.00
1.000 72.40
1.618 71.44
2.618 69.88
4.250 67.33
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 74.74 74.96
PP 74.68 74.83
S1 74.63 74.70

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

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