NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 08-Apr-2010
Day Change Summary
Previous Current
07-Apr-2010 08-Apr-2010 Change Change % Previous Week
Open 86.76 85.64 -1.12 -1.3% 80.24
High 87.00 85.88 -1.12 -1.3% 85.37
Low 85.52 84.38 -1.14 -1.3% 80.18
Close 85.88 85.39 -0.49 -0.6% 84.87
Range 1.48 1.50 0.02 1.4% 5.19
ATR 1.87 1.84 -0.03 -1.4% 0.00
Volume 290,480 379,528 89,048 30.7% 1,252,045
Daily Pivots for day following 08-Apr-2010
Classic Woodie Camarilla DeMark
R4 89.72 89.05 86.22
R3 88.22 87.55 85.80
R2 86.72 86.72 85.67
R1 86.05 86.05 85.53 85.64
PP 85.22 85.22 85.22 85.01
S1 84.55 84.55 85.25 84.14
S2 83.72 83.72 85.12
S3 82.22 83.05 84.98
S4 80.72 81.55 84.57
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 99.04 97.15 87.72
R3 93.85 91.96 86.30
R2 88.66 88.66 85.82
R1 86.77 86.77 85.35 87.72
PP 83.47 83.47 83.47 83.95
S1 81.58 81.58 84.39 82.53
S2 78.28 78.28 83.92
S3 73.09 76.39 83.44
S4 67.90 71.20 82.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.09 83.21 3.88 4.5% 1.59 1.9% 56% False False 257,215
10 87.09 79.54 7.55 8.8% 1.63 1.9% 77% False False 277,019
20 87.09 78.86 8.23 9.6% 1.79 2.1% 79% False False 243,708
40 87.09 73.43 13.66 16.0% 1.98 2.3% 88% False False 161,432
60 87.09 70.28 16.81 19.7% 2.08 2.4% 90% False False 120,394
80 87.09 70.28 16.81 19.7% 1.94 2.3% 90% False False 93,372
100 87.09 70.28 16.81 19.7% 1.95 2.3% 90% False False 76,531
120 87.09 70.28 16.81 19.7% 1.91 2.2% 90% False False 64,680
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 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.26
2.618 89.81
1.618 88.31
1.000 87.38
0.618 86.81
HIGH 85.88
0.618 85.31
0.500 85.13
0.382 84.95
LOW 84.38
0.618 83.45
1.000 82.88
1.618 81.95
2.618 80.45
4.250 78.01
Fisher Pivots for day following 08-Apr-2010
Pivot 1 day 3 day
R1 85.30 85.74
PP 85.22 85.62
S1 85.13 85.51

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

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