NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 82.50 83.36 0.86 1.0% 80.86
High 83.85 85.37 1.52 1.8% 82.20
Low 82.22 83.21 0.99 1.2% 78.86
Close 83.76 84.87 1.11 1.3% 80.00
Range 1.63 2.16 0.53 32.5% 3.34
ATR 1.95 1.97 0.01 0.8% 0.00
Volume 244,435 371,961 127,526 52.2% 1,544,629
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 90.96 90.08 86.06
R3 88.80 87.92 85.46
R2 86.64 86.64 85.27
R1 85.76 85.76 85.07 86.20
PP 84.48 84.48 84.48 84.71
S1 83.60 83.60 84.67 84.04
S2 82.32 82.32 84.47
S3 80.16 81.44 84.28
S4 78.00 79.28 83.68
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.37 88.53 81.84
R3 87.03 85.19 80.92
R2 83.69 83.69 80.61
R1 81.85 81.85 80.31 81.10
PP 80.35 80.35 80.35 79.98
S1 78.51 78.51 79.69 77.76
S2 77.01 77.01 79.39
S3 73.67 75.17 79.08
S4 70.33 71.83 78.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.37 79.54 5.83 6.9% 1.86 2.2% 91% True False 309,663
10 85.37 78.86 6.51 7.7% 1.89 2.2% 92% True False 299,459
20 85.37 78.86 6.51 7.7% 1.86 2.2% 92% True False 221,424
40 85.37 70.28 15.09 17.8% 2.17 2.6% 97% True False 145,521
60 85.43 70.28 15.15 17.9% 2.09 2.5% 96% False False 106,608
80 85.43 70.28 15.15 17.9% 1.98 2.3% 96% False False 82,711
100 85.43 70.28 15.15 17.9% 1.97 2.3% 96% False False 67,621
120 85.43 70.28 15.15 17.9% 1.89 2.2% 96% False False 57,213
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.55
2.618 91.02
1.618 88.86
1.000 87.53
0.618 86.70
HIGH 85.37
0.618 84.54
0.500 84.29
0.382 84.04
LOW 83.21
0.618 81.88
1.000 81.05
1.618 79.72
2.618 77.56
4.250 74.03
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 84.68 84.44
PP 84.48 84.00
S1 84.29 83.57

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

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