NYMEX Light Sweet Crude Oil Future June 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 82.90 83.83 0.93 1.1% 81.31
High 84.27 85.61 1.34 1.6% 82.54
Low 82.63 83.61 0.98 1.2% 79.27
Close 84.18 85.34 1.16 1.4% 80.47
Range 1.64 2.00 0.36 22.0% 3.27
ATR 1.92 1.93 0.01 0.3% 0.00
Volume 80,805 115,747 34,942 43.2% 415,262
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 90.85 90.10 86.44
R3 88.85 88.10 85.89
R2 86.85 86.85 85.71
R1 86.10 86.10 85.52 86.48
PP 84.85 84.85 84.85 85.04
S1 84.10 84.10 85.16 84.48
S2 82.85 82.85 84.97
S3 80.85 82.10 84.79
S4 78.85 80.10 84.24
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.57 88.79 82.27
R3 87.30 85.52 81.37
R2 84.03 84.03 81.07
R1 82.25 82.25 80.77 81.51
PP 80.76 80.76 80.76 80.39
S1 78.98 78.98 80.17 78.24
S2 77.49 77.49 79.87
S3 74.22 75.71 79.57
S4 70.95 72.44 78.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.61 80.03 5.58 6.5% 1.79 2.1% 95% True False 92,811
10 85.61 79.27 6.34 7.4% 1.85 2.2% 96% True False 85,935
20 85.61 79.27 6.34 7.4% 1.82 2.1% 96% True False 75,682
40 85.61 70.75 14.86 17.4% 2.11 2.5% 98% True False 60,377
60 85.95 70.75 15.20 17.8% 2.05 2.4% 96% False False 50,827
80 85.95 70.75 15.20 17.8% 1.96 2.3% 96% False False 43,242
100 85.95 70.75 15.20 17.8% 2.01 2.4% 96% False False 38,131
120 85.95 70.75 15.20 17.8% 2.00 2.3% 96% False False 34,272
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 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.11
2.618 90.85
1.618 88.85
1.000 87.61
0.618 86.85
HIGH 85.61
0.618 84.85
0.500 84.61
0.382 84.37
LOW 83.61
0.618 82.37
1.000 81.61
1.618 80.37
2.618 78.37
4.250 75.11
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 85.10 84.86
PP 84.85 84.38
S1 84.61 83.90

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

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