NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 29-Apr-2010
Day Change Summary
Previous Current
28-Apr-2010 29-Apr-2010 Change Change % Previous Week
Open 81.84 83.33 1.49 1.8% 84.47
High 83.44 85.63 2.19 2.6% 85.19
Low 81.29 83.01 1.72 2.1% 81.73
Close 83.22 85.17 1.95 2.3% 85.12
Range 2.15 2.62 0.47 21.9% 3.46
ATR 1.98 2.03 0.05 2.3% 0.00
Volume 462,842 400,695 -62,147 -13.4% 1,921,973
Daily Pivots for day following 29-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.46 91.44 86.61
R3 89.84 88.82 85.89
R2 87.22 87.22 85.65
R1 86.20 86.20 85.41 86.71
PP 84.60 84.60 84.60 84.86
S1 83.58 83.58 84.93 84.09
S2 81.98 81.98 84.69
S3 79.36 80.96 84.45
S4 76.74 78.34 83.73
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 5.1% 2.31 2.7% 89% True False 391,431
10 86.67 81.29 5.38 6.3% 2.22 2.6% 72% False False 370,677
20 87.59 81.29 6.30 7.4% 1.92 2.3% 62% False False 284,524
40 87.59 79.27 8.32 9.8% 1.85 2.2% 71% False False 178,557
60 87.59 70.75 16.84 19.8% 2.04 2.4% 86% False False 133,843
80 87.59 70.75 16.84 19.8% 2.00 2.4% 86% False False 108,145
100 87.59 70.75 16.84 19.8% 1.96 2.3% 86% False False 90,590
120 87.59 70.75 16.84 19.8% 1.98 2.3% 86% False False 78,389
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 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.77
2.618 92.49
1.618 89.87
1.000 88.25
0.618 87.25
HIGH 85.63
0.618 84.63
0.500 84.32
0.382 84.01
LOW 83.01
0.618 81.39
1.000 80.39
1.618 78.77
2.618 76.15
4.250 71.88
Fisher Pivots for day following 29-Apr-2010
Pivot 1 day 3 day
R1 84.89 84.60
PP 84.60 84.03
S1 84.32 83.46

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

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