NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 16-Apr-2010
Day Change Summary
Previous Current
15-Apr-2010 16-Apr-2010 Change Change % Previous Week
Open 85.91 85.35 -0.56 -0.7% 85.17
High 86.27 85.44 -0.83 -1.0% 86.39
Low 85.27 82.52 -2.75 -3.2% 82.51
Close 85.51 83.24 -2.27 -2.7% 83.24
Range 1.00 2.92 1.92 192.0% 3.88
ATR 1.85 1.93 0.08 4.4% 0.00
Volume 425,166 274,095 -151,071 -35.5% 2,116,406
Daily Pivots for day following 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.49 90.79 84.85
R3 89.57 87.87 84.04
R2 86.65 86.65 83.78
R1 84.95 84.95 83.51 84.34
PP 83.73 83.73 83.73 83.43
S1 82.03 82.03 82.97 81.42
S2 80.81 80.81 82.70
S3 77.89 79.11 82.44
S4 74.97 76.19 81.63
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 95.69 93.34 85.37
R3 91.81 89.46 84.31
R2 87.93 87.93 83.95
R1 85.58 85.58 83.60 84.82
PP 84.05 84.05 84.05 83.66
S1 81.70 81.70 82.88 80.94
S2 80.17 80.17 82.53
S3 76.29 77.82 82.17
S4 72.41 73.94 81.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.39 82.51 3.88 4.7% 2.03 2.4% 19% False False 423,281
10 87.09 82.51 4.58 5.5% 1.82 2.2% 16% False False 342,011
20 87.09 78.86 8.23 9.9% 1.85 2.2% 53% False False 320,735
40 87.09 77.44 9.65 11.6% 1.91 2.3% 60% False False 214,719
60 87.09 70.28 16.81 20.2% 2.09 2.5% 77% False False 159,651
80 87.09 70.28 16.81 20.2% 1.99 2.4% 77% False False 123,853
100 87.09 70.28 16.81 20.2% 1.97 2.4% 77% False False 101,305
120 87.09 70.28 16.81 20.2% 1.94 2.3% 77% False False 85,274
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 97.85
2.618 93.08
1.618 90.16
1.000 88.36
0.618 87.24
HIGH 85.44
0.618 84.32
0.500 83.98
0.382 83.64
LOW 82.52
0.618 80.72
1.000 79.60
1.618 77.80
2.618 74.88
4.250 70.11
Fisher Pivots for day following 16-Apr-2010
Pivot 1 day 3 day
R1 83.98 84.46
PP 83.73 84.05
S1 83.49 83.65

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

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