NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 85.92 84.67 -1.25 -1.5% 86.85
High 85.92 85.86 -0.06 -0.1% 88.42
Low 83.60 84.67 1.07 1.3% 85.06
Close 84.62 85.25 0.63 0.7% 86.22
Range 2.32 1.19 -1.13 -48.7% 3.36
ATR 1.80 1.76 -0.04 -2.2% 0.00
Volume 115,334 92,353 -22,981 -19.9% 690,673
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 88.83 88.23 85.90
R3 87.64 87.04 85.58
R2 86.45 86.45 85.47
R1 85.85 85.85 85.36 86.15
PP 85.26 85.26 85.26 85.41
S1 84.66 84.66 85.14 84.96
S2 84.07 84.07 85.03
S3 82.88 83.47 84.92
S4 81.69 82.28 84.60
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 96.65 94.79 88.07
R3 93.29 91.43 87.14
R2 89.93 89.93 86.84
R1 88.07 88.07 86.53 87.32
PP 86.57 86.57 86.57 86.19
S1 84.71 84.71 85.91 83.96
S2 83.21 83.21 85.60
S3 79.85 81.35 85.30
S4 76.49 77.99 84.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.42 83.60 4.82 5.7% 1.84 2.2% 34% False False 128,531
10 88.42 83.60 4.82 5.7% 1.66 1.9% 34% False False 108,529
20 88.42 80.50 7.92 9.3% 1.60 1.9% 60% False False 70,099
40 88.42 78.24 10.18 11.9% 1.74 2.0% 69% False False 44,759
60 88.42 71.64 16.78 19.7% 1.87 2.2% 81% False False 33,211
80 88.42 71.64 16.78 19.7% 1.79 2.1% 81% False False 26,129
100 88.42 71.64 16.78 19.7% 1.78 2.1% 81% False False 21,674
120 88.42 71.64 16.78 19.7% 1.76 2.1% 81% False False 18,577
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.92
2.618 88.98
1.618 87.79
1.000 87.05
0.618 86.60
HIGH 85.86
0.618 85.41
0.500 85.27
0.382 85.12
LOW 84.67
0.618 83.93
1.000 83.48
1.618 82.74
2.618 81.55
4.250 79.61
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 85.27 85.82
PP 85.26 85.63
S1 85.26 85.44

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

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