NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 87.10 86.13 -0.97 -1.1% 85.92
High 87.55 86.63 -0.92 -1.1% 87.09
Low 86.04 84.38 -1.66 -1.9% 83.60
Close 86.47 85.00 -1.47 -1.7% 87.04
Range 1.51 2.25 0.74 49.0% 3.49
ATR 1.78 1.81 0.03 1.9% 0.00
Volume 97,814 145,246 47,432 48.5% 648,948
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.09 90.79 86.24
R3 89.84 88.54 85.62
R2 87.59 87.59 85.41
R1 86.29 86.29 85.21 85.82
PP 85.34 85.34 85.34 85.10
S1 84.04 84.04 84.79 83.57
S2 83.09 83.09 84.59
S3 80.84 81.79 84.38
S4 78.59 79.54 83.76
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 4.3% 1.91 2.2% 31% False False 136,864
10 88.42 83.60 4.82 5.7% 1.88 2.2% 29% False False 132,697
20 88.42 82.61 5.81 6.8% 1.67 2.0% 41% False False 97,638
40 88.42 79.59 8.83 10.4% 1.70 2.0% 61% False False 60,258
60 88.42 71.64 16.78 19.7% 1.90 2.2% 80% False False 43,866
80 88.42 71.64 16.78 19.7% 1.82 2.1% 80% False False 34,534
100 88.42 71.64 16.78 19.7% 1.78 2.1% 80% False False 28,318
120 88.42 71.64 16.78 19.7% 1.76 2.1% 80% False False 24,105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 96.19
2.618 92.52
1.618 90.27
1.000 88.88
0.618 88.02
HIGH 86.63
0.618 85.77
0.500 85.51
0.382 85.24
LOW 84.38
0.618 82.99
1.000 82.13
1.618 80.74
2.618 78.49
4.250 74.82
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 85.51 85.97
PP 85.34 85.64
S1 85.17 85.32

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

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