NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 85.22 83.89 -1.33 -1.6% 84.47
High 85.63 84.33 -1.30 -1.5% 85.19
Low 83.73 81.70 -2.03 -2.4% 81.73
Close 84.20 82.44 -1.76 -2.1% 85.12
Range 1.90 2.63 0.73 38.4% 3.46
ATR 1.92 1.97 0.05 2.6% 0.00
Volume 322,550 337,123 14,573 4.5% 1,921,973
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 90.71 89.21 83.89
R3 88.08 86.58 83.16
R2 85.45 85.45 82.92
R1 83.95 83.95 82.68 83.39
PP 82.82 82.82 82.82 82.54
S1 81.32 81.32 82.20 80.76
S2 80.19 80.19 81.96
S3 77.56 78.69 81.72
S4 74.93 76.06 80.99
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 85.63 81.70 3.93 4.8% 2.17 2.6% 19% False True 373,176
10 87.26 81.70 5.56 6.7% 2.07 2.5% 13% False True 355,836
20 87.59 81.70 5.89 7.1% 1.81 2.2% 13% False True 249,749
40 87.59 79.11 8.48 10.3% 1.84 2.2% 39% False False 159,184
60 87.59 70.75 16.84 20.4% 2.05 2.5% 69% False False 120,372
80 87.59 70.75 16.84 20.4% 1.97 2.4% 69% False False 97,700
100 87.59 70.75 16.84 20.4% 1.95 2.4% 69% False False 82,446
120 87.59 70.75 16.84 20.4% 1.98 2.4% 69% False False 71,422
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 95.51
2.618 91.22
1.618 88.59
1.000 86.96
0.618 85.96
HIGH 84.33
0.618 83.33
0.500 83.02
0.382 82.70
LOW 81.70
0.618 80.07
1.000 79.07
1.618 77.44
2.618 74.81
4.250 70.52
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 83.02 83.67
PP 82.82 83.26
S1 82.63 82.85

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

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