NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 83.31 84.03 0.72 0.9% 85.83
High 84.52 84.64 0.12 0.1% 87.26
Low 83.17 82.92 -0.25 -0.3% 83.75
Close 83.85 83.68 -0.17 -0.2% 84.67
Range 1.35 1.72 0.37 27.4% 3.51
ATR 1.87 1.86 -0.01 -0.6% 0.00
Volume 355,166 344,024 -11,142 -3.1% 1,554,232
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 88.91 88.01 84.63
R3 87.19 86.29 84.15
R2 85.47 85.47 84.00
R1 84.57 84.57 83.84 84.16
PP 83.75 83.75 83.75 83.54
S1 82.85 82.85 83.52 82.44
S2 82.03 82.03 83.36
S3 80.31 81.13 83.21
S4 78.59 79.41 82.73
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 95.76 93.72 86.60
R3 92.25 90.21 85.64
R2 88.74 88.74 85.31
R1 86.70 86.70 84.99 85.97
PP 85.23 85.23 85.23 84.86
S1 83.19 83.19 84.35 82.46
S2 81.72 81.72 84.03
S3 78.21 79.68 83.70
S4 74.70 76.17 82.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.26 82.05 5.21 6.2% 1.86 2.2% 31% False False 329,474
10 87.26 82.05 5.21 6.2% 1.84 2.2% 31% False False 296,959
20 87.59 80.03 7.56 9.0% 1.73 2.1% 48% False False 190,332
40 87.59 77.84 9.75 11.7% 1.85 2.2% 60% False False 125,574
60 87.59 70.75 16.84 20.1% 2.02 2.4% 77% False False 97,181
80 87.59 70.75 16.84 20.1% 1.93 2.3% 77% False False 79,344
100 87.59 70.75 16.84 20.1% 1.96 2.3% 77% False False 68,154
120 87.59 70.75 16.84 20.1% 1.99 2.4% 77% False False 59,223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.95
2.618 89.14
1.618 87.42
1.000 86.36
0.618 85.70
HIGH 84.64
0.618 83.98
0.500 83.78
0.382 83.58
LOW 82.92
0.618 81.86
1.000 81.20
1.618 80.14
2.618 78.42
4.250 75.61
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 83.78 83.57
PP 83.75 83.46
S1 83.71 83.35

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

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