NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 05-Apr-2010
Day Change Summary
Previous Current
01-Apr-2010 05-Apr-2010 Change Change % Previous Week
Open 83.83 85.62 1.79 2.1% 80.84
High 85.61 87.38 1.77 2.1% 85.61
Low 83.61 85.56 1.95 2.3% 80.71
Close 85.34 87.13 1.79 2.1% 85.34
Range 2.00 1.82 -0.18 -9.0% 4.90
ATR 1.93 1.93 0.01 0.4% 0.00
Volume 115,747 0 -115,747 -100.0% 360,376
Daily Pivots for day following 05-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.15 91.46 88.13
R3 90.33 89.64 87.63
R2 88.51 88.51 87.46
R1 87.82 87.82 87.30 88.17
PP 86.69 86.69 86.69 86.86
S1 86.00 86.00 86.96 86.35
S2 84.87 84.87 86.80
S3 83.05 84.18 86.63
S4 81.23 82.36 86.13
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 98.59 96.86 88.04
R3 93.69 91.96 86.69
R2 88.79 88.79 86.24
R1 87.06 87.06 85.79 87.93
PP 83.89 83.89 83.89 84.32
S1 82.16 82.16 84.89 83.03
S2 78.99 78.99 84.44
S3 74.09 77.26 83.99
S4 69.19 72.36 82.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.38 80.71 6.67 7.7% 1.78 2.0% 96% True False 72,075
10 87.38 79.27 8.11 9.3% 1.80 2.1% 97% True False 77,563
20 87.38 79.27 8.11 9.3% 1.83 2.1% 97% True False 72,432
40 87.38 70.75 16.63 19.1% 2.04 2.3% 98% True False 59,557
60 87.38 70.75 16.63 19.1% 2.04 2.3% 98% True False 50,371
80 87.38 70.75 16.63 19.1% 1.96 2.3% 98% True False 42,953
100 87.38 70.75 16.63 19.1% 1.99 2.3% 98% True False 38,005
120 87.38 70.75 16.63 19.1% 2.00 2.3% 98% True False 34,174
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.12
2.618 92.14
1.618 90.32
1.000 89.20
0.618 88.50
HIGH 87.38
0.618 86.68
0.500 86.47
0.382 86.26
LOW 85.56
0.618 84.44
1.000 83.74
1.618 82.62
2.618 80.80
4.250 77.83
Fisher Pivots for day following 05-Apr-2010
Pivot 1 day 3 day
R1 86.91 86.42
PP 86.69 85.71
S1 86.47 85.01

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

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