NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 22-Apr-2010
Day Change Summary
Previous Current
21-Apr-2010 22-Apr-2010 Change Change % Previous Week
Open 84.03 83.47 -0.56 -0.7% 85.83
High 84.64 84.07 -0.57 -0.7% 87.26
Low 82.92 81.73 -1.19 -1.4% 83.75
Close 83.68 83.70 0.02 0.0% 84.67
Range 1.72 2.34 0.62 36.0% 3.51
ATR 1.86 1.89 0.03 1.9% 0.00
Volume 344,024 428,236 84,212 24.5% 1,554,232
Daily Pivots for day following 22-Apr-2010
Classic Woodie Camarilla DeMark
R4 90.19 89.28 84.99
R3 87.85 86.94 84.34
R2 85.51 85.51 84.13
R1 84.60 84.60 83.91 85.06
PP 83.17 83.17 83.17 83.39
S1 82.26 82.26 83.49 82.72
S2 80.83 80.83 83.27
S3 78.49 79.92 83.06
S4 76.15 77.58 82.41
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 86.67 81.73 4.94 5.9% 2.12 2.5% 40% False True 349,922
10 87.26 81.73 5.53 6.6% 1.93 2.3% 36% False True 322,627
20 87.59 80.03 7.56 9.0% 1.76 2.1% 49% False False 208,455
40 87.59 77.84 9.75 11.6% 1.86 2.2% 60% False False 135,226
60 87.59 70.75 16.84 20.1% 2.03 2.4% 77% False False 103,841
80 87.59 70.75 16.84 20.1% 1.93 2.3% 77% False False 84,395
100 87.59 70.75 16.84 20.1% 1.97 2.3% 77% False False 72,173
120 87.59 70.75 16.84 20.1% 1.99 2.4% 77% False False 62,672
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 0.36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.02
2.618 90.20
1.618 87.86
1.000 86.41
0.618 85.52
HIGH 84.07
0.618 83.18
0.500 82.90
0.382 82.62
LOW 81.73
0.618 80.28
1.000 79.39
1.618 77.94
2.618 75.60
4.250 71.79
Fisher Pivots for day following 22-Apr-2010
Pivot 1 day 3 day
R1 83.43 83.53
PP 83.17 83.36
S1 82.90 83.19

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

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