NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 85.56 85.17 -0.39 -0.5% 85.31
High 86.37 85.71 -0.66 -0.8% 87.09
Low 84.12 84.08 -0.04 0.0% 84.12
Close 84.92 84.34 -0.58 -0.7% 84.92
Range 2.25 1.63 -0.62 -27.6% 2.97
ATR 1.87 1.85 -0.02 -0.9% 0.00
Volume 389,596 442,943 53,347 13.7% 1,303,710
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 89.60 88.60 85.24
R3 87.97 86.97 84.79
R2 86.34 86.34 84.64
R1 85.34 85.34 84.49 85.03
PP 84.71 84.71 84.71 84.55
S1 83.71 83.71 84.19 83.40
S2 83.08 83.08 84.04
S3 81.45 82.08 83.89
S4 79.82 80.45 83.44
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.29 92.57 86.55
R3 91.32 89.60 85.74
R2 88.35 88.35 85.46
R1 86.63 86.63 85.19 86.01
PP 85.38 85.38 85.38 85.06
S1 83.66 83.66 84.65 83.04
S2 82.41 82.41 84.38
S3 79.44 80.69 84.10
S4 76.47 77.72 83.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.09 84.08 3.01 3.6% 1.56 1.9% 9% False True 349,330
10 87.09 80.18 6.91 8.2% 1.70 2.0% 60% False False 299,869
20 87.09 78.86 8.23 9.8% 1.80 2.1% 67% False False 268,284
40 87.09 73.62 13.47 16.0% 1.96 2.3% 80% False False 178,783
60 87.09 70.28 16.81 19.9% 2.07 2.5% 84% False False 133,646
80 87.09 70.28 16.81 19.9% 1.96 2.3% 84% False False 103,463
100 87.09 70.28 16.81 19.9% 1.95 2.3% 84% False False 84,732
120 87.09 70.28 16.81 19.9% 1.92 2.3% 84% False False 71,523
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.64
2.618 89.98
1.618 88.35
1.000 87.34
0.618 86.72
HIGH 85.71
0.618 85.09
0.500 84.90
0.382 84.70
LOW 84.08
0.618 83.07
1.000 82.45
1.618 81.44
2.618 79.81
4.250 77.15
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 84.90 85.23
PP 84.71 84.93
S1 84.53 84.64

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

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