NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 06-Apr-2010
Day Change Summary
Previous Current
05-Apr-2010 06-Apr-2010 Change Change % Previous Week
Open 88.23 88.67 0.44 0.5% 81.89
High 88.37 88.71 0.34 0.4% 86.55
Low 86.88 87.78 0.90 1.0% 81.89
Close 88.23 88.67 0.44 0.5% 86.34
Range 1.49 0.93 -0.56 -37.6% 4.66
ATR 1.70 1.65 -0.06 -3.2% 0.00
Volume 17,511 11,573 -5,938 -33.9% 40,315
Daily Pivots for day following 06-Apr-2010
Classic Woodie Camarilla DeMark
R4 91.18 90.85 89.18
R3 90.25 89.92 88.93
R2 89.32 89.32 88.84
R1 88.99 88.99 88.76 89.14
PP 88.39 88.39 88.39 88.46
S1 88.06 88.06 88.58 88.21
S2 87.46 87.46 88.50
S3 86.53 87.13 88.41
S4 85.60 86.20 88.16
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 98.91 97.28 88.90
R3 94.25 92.62 87.62
R2 89.59 89.59 87.19
R1 87.96 87.96 86.77 88.78
PP 84.93 84.93 84.93 85.33
S1 83.30 83.30 85.91 84.12
S2 80.27 80.27 85.49
S3 75.61 78.64 85.06
S4 70.95 73.98 83.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.71 83.25 5.46 6.2% 1.24 1.4% 99% True False 12,653
10 88.71 81.32 7.39 8.3% 1.35 1.5% 99% True False 9,891
20 88.71 80.45 8.26 9.3% 1.54 1.7% 100% True False 9,514
40 88.71 73.53 15.18 17.1% 1.66 1.9% 100% True False 8,411
60 88.71 72.43 16.28 18.4% 1.60 1.8% 100% True False 7,027
80 88.71 72.43 16.28 18.4% 1.43 1.6% 100% True False 5,883
100 88.71 72.43 16.28 18.4% 1.38 1.6% 100% True False 5,184
Crabel Price Patterns
NR True
NR4 True
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 0.18
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 92.66
2.618 91.14
1.618 90.21
1.000 89.64
0.618 89.28
HIGH 88.71
0.618 88.35
0.500 88.25
0.382 88.14
LOW 87.78
0.618 87.21
1.000 86.85
1.618 86.28
2.618 85.35
4.250 83.83
Fisher Pivots for day following 06-Apr-2010
Pivot 1 day 3 day
R1 88.53 88.01
PP 88.39 87.35
S1 88.25 86.69

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

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