NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 08-Apr-2010
Day Change Summary
Previous Current
07-Apr-2010 08-Apr-2010 Change Change % Previous Week
Open 88.57 87.78 -0.79 -0.9% 81.89
High 88.80 88.05 -0.75 -0.8% 86.55
Low 87.77 86.92 -0.85 -1.0% 81.89
Close 88.08 87.78 -0.30 -0.3% 86.34
Range 1.03 1.13 0.10 9.7% 4.66
ATR 1.61 1.57 -0.03 -2.0% 0.00
Volume 21,197 30,191 8,994 42.4% 40,315
Daily Pivots for day following 08-Apr-2010
Classic Woodie Camarilla DeMark
R4 90.97 90.51 88.40
R3 89.84 89.38 88.09
R2 88.71 88.71 87.99
R1 88.25 88.25 87.88 88.35
PP 87.58 87.58 87.58 87.63
S1 87.12 87.12 87.68 87.22
S2 86.45 86.45 87.57
S3 85.32 85.99 87.47
S4 84.19 84.86 87.16
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 88.80 84.66 4.14 4.7% 1.29 1.5% 75% False False 18,755
10 88.80 81.32 7.48 8.5% 1.34 1.5% 86% False False 13,700
20 88.80 80.45 8.35 9.5% 1.48 1.7% 88% False False 11,091
40 88.80 75.42 13.38 15.2% 1.62 1.8% 92% False False 9,142
60 88.80 72.43 16.37 18.6% 1.60 1.8% 94% False False 7,804
80 88.80 72.43 16.37 18.6% 1.41 1.6% 94% False False 6,405
100 88.80 72.43 16.37 18.6% 1.38 1.6% 94% False False 5,643
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.85
2.618 91.01
1.618 89.88
1.000 89.18
0.618 88.75
HIGH 88.05
0.618 87.62
0.500 87.49
0.382 87.35
LOW 86.92
0.618 86.22
1.000 85.79
1.618 85.09
2.618 83.96
4.250 82.12
Fisher Pivots for day following 08-Apr-2010
Pivot 1 day 3 day
R1 87.68 87.86
PP 87.58 87.83
S1 87.49 87.81

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

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