NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 23-Apr-2010
Day Change Summary
Previous Current
22-Apr-2010 23-Apr-2010 Change Change % Previous Week
Open 83.47 83.75 0.28 0.3% 84.47
High 84.07 85.19 1.12 1.3% 85.19
Low 81.73 82.92 1.19 1.5% 81.73
Close 83.70 85.12 1.42 1.7% 85.12
Range 2.34 2.27 -0.07 -3.0% 3.46
ATR 1.89 1.92 0.03 1.4% 0.00
Volume 428,236 433,947 5,711 1.3% 1,921,973
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 91.22 90.44 86.37
R3 88.95 88.17 85.74
R2 86.68 86.68 85.54
R1 85.90 85.90 85.33 86.29
PP 84.41 84.41 84.41 84.61
S1 83.63 83.63 84.91 84.02
S2 82.14 82.14 84.70
S3 79.87 81.36 84.50
S4 77.60 79.09 83.87
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.39 93.22 87.02
R3 90.93 89.76 86.07
R2 87.47 87.47 85.75
R1 86.30 86.30 85.44 86.89
PP 84.01 84.01 84.01 84.31
S1 82.84 82.84 84.80 83.43
S2 80.55 80.55 84.49
S3 77.09 79.38 84.17
S4 73.63 75.92 83.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.19 81.73 3.46 4.1% 2.02 2.4% 98% True False 384,394
10 87.26 81.73 5.53 6.5% 1.94 2.3% 61% False False 347,620
20 87.59 80.03 7.56 8.9% 1.80 2.1% 67% False False 225,779
40 87.59 78.65 8.94 10.5% 1.84 2.2% 72% False False 144,887
60 87.59 70.75 16.84 19.8% 2.03 2.4% 85% False False 110,477
80 87.59 70.75 16.84 19.8% 1.94 2.3% 85% False False 89,736
100 87.59 70.75 16.84 19.8% 1.95 2.3% 85% False False 76,180
120 87.59 70.75 16.84 19.8% 1.98 2.3% 85% False False 66,151
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.84
2.618 91.13
1.618 88.86
1.000 87.46
0.618 86.59
HIGH 85.19
0.618 84.32
0.500 84.06
0.382 83.79
LOW 82.92
0.618 81.52
1.000 80.65
1.618 79.25
2.618 76.98
4.250 73.27
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 84.77 84.57
PP 84.41 84.01
S1 84.06 83.46

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

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