NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 85.63 87.10 1.47 1.7% 85.92
High 87.09 87.55 0.46 0.5% 87.09
Low 84.99 86.04 1.05 1.2% 83.60
Close 87.04 86.47 -0.57 -0.7% 87.04
Range 2.10 1.51 -0.59 -28.1% 3.49
ATR 1.80 1.78 -0.02 -1.1% 0.00
Volume 143,647 97,814 -45,833 -31.9% 648,948
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 91.22 90.35 87.30
R3 89.71 88.84 86.89
R2 88.20 88.20 86.75
R1 87.33 87.33 86.61 87.01
PP 86.69 86.69 86.69 86.53
S1 85.82 85.82 86.33 85.50
S2 85.18 85.18 86.19
S3 83.67 84.31 86.05
S4 82.16 82.80 85.64
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 87.55 83.88 3.67 4.2% 1.70 2.0% 71% True False 126,285
10 88.42 83.60 4.82 5.6% 1.79 2.1% 60% False False 130,186
20 88.42 81.20 7.22 8.3% 1.67 1.9% 73% False False 91,630
40 88.42 79.24 9.18 10.6% 1.71 2.0% 79% False False 56,961
60 88.42 71.64 16.78 19.4% 1.90 2.2% 88% False False 41,581
80 88.42 71.64 16.78 19.4% 1.81 2.1% 88% False False 32,750
100 88.42 71.64 16.78 19.4% 1.77 2.0% 88% False False 26,908
120 88.42 71.64 16.78 19.4% 1.76 2.0% 88% False False 22,937
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 True
Stretch 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.97
2.618 91.50
1.618 89.99
1.000 89.06
0.618 88.48
HIGH 87.55
0.618 86.97
0.500 86.80
0.382 86.62
LOW 86.04
0.618 85.11
1.000 84.53
1.618 83.60
2.618 82.09
4.250 79.62
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 86.80 86.22
PP 86.69 85.97
S1 86.58 85.72

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

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