NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 15-Apr-2010
Day Change Summary
Previous Current
14-Apr-2010 15-Apr-2010 Change Change % Previous Week
Open 84.85 86.74 1.89 2.2% 85.62
High 87.12 87.26 0.14 0.2% 87.59
Low 84.85 86.20 1.35 1.6% 84.86
Close 86.73 86.75 0.02 0.0% 85.63
Range 2.27 1.06 -1.21 -53.3% 2.73
ATR 1.83 1.77 -0.05 -3.0% 0.00
Volume 389,136 325,996 -63,140 -16.2% 575,335
Daily Pivots for day following 15-Apr-2010
Classic Woodie Camarilla DeMark
R4 89.92 89.39 87.33
R3 88.86 88.33 87.04
R2 87.80 87.80 86.94
R1 87.27 87.27 86.85 87.54
PP 86.74 86.74 86.74 86.87
S1 86.21 86.21 86.65 86.48
S2 85.68 85.68 86.56
S3 84.62 85.15 86.46
S4 83.56 84.09 86.17
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 87.26 83.75 3.51 4.0% 1.73 2.0% 85% True False 295,332
10 87.59 83.61 3.98 4.6% 1.63 1.9% 79% False False 198,372
20 87.59 79.27 8.32 9.6% 1.69 2.0% 90% False False 139,965
40 87.59 77.69 9.90 11.4% 1.84 2.1% 92% False False 96,748
60 87.59 70.75 16.84 19.4% 2.02 2.3% 95% False False 77,478
80 87.59 70.75 16.84 19.4% 1.93 2.2% 95% False False 63,683
100 87.59 70.75 16.84 19.4% 1.96 2.3% 95% False False 55,492
120 87.59 70.75 16.84 19.4% 1.98 2.3% 95% False False 48,788
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 91.77
2.618 90.04
1.618 88.98
1.000 88.32
0.618 87.92
HIGH 87.26
0.618 86.86
0.500 86.73
0.382 86.60
LOW 86.20
0.618 85.54
1.000 85.14
1.618 84.48
2.618 83.42
4.250 81.70
Fisher Pivots for day following 15-Apr-2010
Pivot 1 day 3 day
R1 86.74 86.34
PP 86.74 85.92
S1 86.73 85.51

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

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