NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 74.92 74.91 -0.01 0.0% 81.03
High 77.13 75.40 -1.73 -2.2% 81.03
Low 73.41 73.92 0.51 0.7% 73.41
Close 74.92 75.15 0.23 0.3% 75.15
Range 3.72 1.48 -2.24 -60.2% 7.62
ATR 2.11 2.07 -0.05 -2.1% 0.00
Volume 4,446 8,556 4,110 92.4% 30,177
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 79.26 78.69 75.96
R3 77.78 77.21 75.56
R2 76.30 76.30 75.42
R1 75.73 75.73 75.29 76.02
PP 74.82 74.82 74.82 74.97
S1 74.25 74.25 75.01 74.54
S2 73.34 73.34 74.88
S3 71.86 72.77 74.74
S4 70.38 71.29 74.34
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 99.39 94.89 79.34
R3 91.77 87.27 77.25
R2 84.15 84.15 76.55
R1 79.65 79.65 75.85 78.09
PP 76.53 76.53 76.53 75.75
S1 72.03 72.03 74.45 70.47
S2 68.91 68.91 73.75
S3 61.29 64.41 73.05
S4 53.67 56.79 70.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.03 73.41 7.62 10.1% 2.30 3.1% 23% False False 6,035
10 86.81 73.41 13.40 17.8% 2.13 2.8% 13% False False 5,599
20 93.29 73.41 19.88 26.5% 1.93 2.6% 9% False False 5,172
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 0.47
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 81.69
2.618 79.27
1.618 77.79
1.000 76.88
0.618 76.31
HIGH 75.40
0.618 74.83
0.500 74.66
0.382 74.49
LOW 73.92
0.618 73.01
1.000 72.44
1.618 71.53
2.618 70.05
4.250 67.63
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 74.99 75.42
PP 74.82 75.33
S1 74.66 75.24

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

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