NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 84.67 85.50 0.83 1.0% 86.85
High 85.86 86.22 0.36 0.4% 88.42
Low 84.67 84.76 0.09 0.1% 85.06
Close 85.25 85.63 0.38 0.4% 86.22
Range 1.19 1.46 0.27 22.7% 3.36
ATR 1.76 1.74 -0.02 -1.2% 0.00
Volume 92,353 120,826 28,473 30.8% 690,673
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 89.92 89.23 86.43
R3 88.46 87.77 86.03
R2 87.00 87.00 85.90
R1 86.31 86.31 85.76 86.66
PP 85.54 85.54 85.54 85.71
S1 84.85 84.85 85.50 85.20
S2 84.08 84.08 85.36
S3 82.62 83.39 85.23
S4 81.16 81.93 84.83
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 5.6% 1.72 2.0% 42% False False 117,372
10 88.42 83.60 4.82 5.6% 1.68 2.0% 42% False False 116,084
20 88.42 80.50 7.92 9.2% 1.61 1.9% 65% False False 74,877
40 88.42 78.24 10.18 11.9% 1.73 2.0% 73% False False 47,450
60 88.42 71.64 16.78 19.6% 1.88 2.2% 83% False False 35,067
80 88.42 71.64 16.78 19.6% 1.78 2.1% 83% False False 27,608
100 88.42 71.64 16.78 19.6% 1.78 2.1% 83% False False 22,860
120 88.42 71.64 16.78 19.6% 1.76 2.1% 83% False False 19,560
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.43
2.618 90.04
1.618 88.58
1.000 87.68
0.618 87.12
HIGH 86.22
0.618 85.66
0.500 85.49
0.382 85.32
LOW 84.76
0.618 83.86
1.000 83.30
1.618 82.40
2.618 80.94
4.250 78.56
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 85.58 85.39
PP 85.54 85.15
S1 85.49 84.91

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

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