NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 28-Apr-2010
Day Change Summary
Previous Current
27-Apr-2010 28-Apr-2010 Change Change % Previous Week
Open 83.89 81.84 -2.05 -2.4% 84.47
High 84.33 83.44 -0.89 -1.1% 85.19
Low 81.70 81.29 -0.41 -0.5% 81.73
Close 82.44 83.22 0.78 0.9% 85.12
Range 2.63 2.15 -0.48 -18.3% 3.46
ATR 1.97 1.98 0.01 0.7% 0.00
Volume 337,123 462,842 125,719 37.3% 1,921,973
Daily Pivots for day following 28-Apr-2010
Classic Woodie Camarilla DeMark
R4 89.10 88.31 84.40
R3 86.95 86.16 83.81
R2 84.80 84.80 83.61
R1 84.01 84.01 83.42 84.41
PP 82.65 82.65 82.65 82.85
S1 81.86 81.86 83.02 82.26
S2 80.50 80.50 82.83
S3 78.35 79.71 82.63
S4 76.20 77.56 82.04
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 81.29 4.34 5.2% 2.26 2.7% 44% False True 396,939
10 87.26 81.29 5.97 7.2% 2.06 2.5% 32% False True 363,207
20 87.59 81.29 6.30 7.6% 1.87 2.3% 31% False True 268,530
40 87.59 79.27 8.32 10.0% 1.83 2.2% 47% False False 169,621
60 87.59 70.75 16.84 20.2% 2.04 2.5% 74% False False 127,604
80 87.59 70.75 16.84 20.2% 1.99 2.4% 74% False False 103,300
100 87.59 70.75 16.84 20.2% 1.95 2.3% 74% False False 86,811
120 87.59 70.75 16.84 20.2% 1.97 2.4% 74% False False 75,160
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.58
2.618 89.07
1.618 86.92
1.000 85.59
0.618 84.77
HIGH 83.44
0.618 82.62
0.500 82.37
0.382 82.11
LOW 81.29
0.618 79.96
1.000 79.14
1.618 77.81
2.618 75.66
4.250 72.15
Fisher Pivots for day following 28-Apr-2010
Pivot 1 day 3 day
R1 82.94 83.46
PP 82.65 83.38
S1 82.37 83.30

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

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