NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 13-Apr-2010
Day Change Summary
Previous Current
12-Apr-2010 13-Apr-2010 Change Change % Previous Week
Open 85.83 85.34 -0.49 -0.6% 85.62
High 86.45 85.43 -1.02 -1.2% 87.59
Low 84.95 83.75 -1.20 -1.4% 84.86
Close 85.28 85.11 -0.17 -0.2% 85.63
Range 1.50 1.68 0.18 12.0% 2.73
ATR 1.80 1.80 -0.01 -0.5% 0.00
Volume 288,958 288,555 -403 -0.1% 575,335
Daily Pivots for day following 13-Apr-2010
Classic Woodie Camarilla DeMark
R4 89.80 89.14 86.03
R3 88.12 87.46 85.57
R2 86.44 86.44 85.42
R1 85.78 85.78 85.26 85.27
PP 84.76 84.76 84.76 84.51
S1 84.10 84.10 84.96 83.59
S2 83.08 83.08 84.80
S3 81.40 82.42 84.65
S4 79.72 80.74 84.19
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.22 92.65 87.13
R3 91.49 89.92 86.38
R2 88.76 88.76 86.13
R1 87.19 87.19 85.88 87.98
PP 86.03 86.03 86.03 86.42
S1 84.46 84.46 85.38 85.25
S2 83.30 83.30 85.13
S3 80.57 81.73 84.88
S4 77.84 79.00 84.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.53 83.75 3.78 4.4% 1.63 1.9% 36% False True 211,081
10 87.59 82.18 5.41 6.4% 1.56 1.8% 54% False False 143,662
20 87.59 79.27 8.32 9.8% 1.73 2.0% 70% False False 110,493
40 87.59 75.24 12.35 14.5% 1.87 2.2% 80% False False 80,510
60 87.59 70.75 16.84 19.8% 2.02 2.4% 85% False False 66,581
80 87.59 70.75 16.84 19.8% 1.93 2.3% 85% False False 55,374
100 87.59 70.75 16.84 19.8% 1.96 2.3% 85% False False 48,606
120 87.59 70.75 16.84 19.8% 2.00 2.3% 85% False False 43,038
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.57
2.618 89.83
1.618 88.15
1.000 87.11
0.618 86.47
HIGH 85.43
0.618 84.79
0.500 84.59
0.382 84.39
LOW 83.75
0.618 82.71
1.000 82.07
1.618 81.03
2.618 79.35
4.250 76.61
Fisher Pivots for day following 13-Apr-2010
Pivot 1 day 3 day
R1 84.94 85.39
PP 84.76 85.29
S1 84.59 85.20

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

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