NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 23-Apr-2010
Day Change Summary
Previous Current
22-Apr-2010 23-Apr-2010 Change Change % Previous Week
Open 85.43 85.63 0.20 0.2% 85.92
High 86.11 87.09 0.98 1.1% 87.09
Low 83.88 84.99 1.11 1.3% 83.60
Close 85.64 87.04 1.40 1.6% 87.04
Range 2.23 2.10 -0.13 -5.8% 3.49
ATR 1.78 1.80 0.02 1.3% 0.00
Volume 176,788 143,647 -33,141 -18.7% 648,948
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.67 91.96 88.20
R3 90.57 89.86 87.62
R2 88.47 88.47 87.43
R1 87.76 87.76 87.23 88.12
PP 86.37 86.37 86.37 86.55
S1 85.66 85.66 86.85 86.02
S2 84.27 84.27 86.66
S3 82.17 83.56 86.46
S4 80.07 81.46 85.89
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 96.38 95.20 88.96
R3 92.89 91.71 88.00
R2 89.40 89.40 87.68
R1 88.22 88.22 87.36 88.81
PP 85.91 85.91 85.91 86.21
S1 84.73 84.73 86.72 85.32
S2 82.42 82.42 86.40
S3 78.93 81.24 86.08
S4 75.44 77.75 85.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.09 83.60 3.49 4.0% 1.86 2.1% 99% True False 129,789
10 88.42 83.60 4.82 5.5% 1.78 2.0% 71% False False 133,962
20 88.42 80.50 7.92 9.1% 1.69 1.9% 83% False False 88,338
40 88.42 79.16 9.26 10.6% 1.72 2.0% 85% False False 54,775
60 88.42 71.64 16.78 19.3% 1.90 2.2% 92% False False 40,112
80 88.42 71.64 16.78 19.3% 1.80 2.1% 92% False False 31,552
100 88.42 71.64 16.78 19.3% 1.77 2.0% 92% False False 25,983
120 88.42 71.64 16.78 19.3% 1.77 2.0% 92% False False 22,156
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.02
2.618 92.59
1.618 90.49
1.000 89.19
0.618 88.39
HIGH 87.09
0.618 86.29
0.500 86.04
0.382 85.79
LOW 84.99
0.618 83.69
1.000 82.89
1.618 81.59
2.618 79.49
4.250 76.07
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 86.71 86.52
PP 86.37 86.00
S1 86.04 85.49

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

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