NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 87.80 87.89 0.09 0.1% 88.23
High 88.79 88.50 -0.29 -0.3% 88.80
Low 87.09 87.44 0.35 0.4% 86.88
Close 87.80 87.89 0.09 0.1% 87.80
Range 1.70 1.06 -0.64 -37.6% 1.92
ATR 1.58 1.55 -0.04 -2.4% 0.00
Volume 24,596 53,636 29,040 118.1% 105,068
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 91.12 90.57 88.47
R3 90.06 89.51 88.18
R2 89.00 89.00 88.08
R1 88.45 88.45 87.99 88.42
PP 87.94 87.94 87.94 87.93
S1 87.39 87.39 87.79 87.36
S2 86.88 86.88 87.70
S3 85.82 86.33 87.60
S4 84.76 85.27 87.31
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 93.59 92.61 88.86
R3 91.67 90.69 88.33
R2 89.75 89.75 88.15
R1 88.77 88.77 87.98 88.30
PP 87.83 87.83 87.83 87.59
S1 86.85 86.85 87.62 86.38
S2 85.91 85.91 87.45
S3 83.99 84.93 87.27
S4 82.07 83.01 86.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.80 86.92 1.88 2.1% 1.17 1.3% 52% False False 28,238
10 88.80 81.89 6.91 7.9% 1.34 1.5% 87% False False 19,901
20 88.80 80.45 8.35 9.5% 1.46 1.7% 89% False False 14,184
40 88.80 75.78 13.02 14.8% 1.59 1.8% 93% False False 10,834
60 88.80 72.43 16.37 18.6% 1.59 1.8% 94% False False 8,950
80 88.80 72.43 16.37 18.6% 1.43 1.6% 94% False False 7,339
100 88.80 72.43 16.37 18.6% 1.38 1.6% 94% False False 6,368
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.01
2.618 91.28
1.618 90.22
1.000 89.56
0.618 89.16
HIGH 88.50
0.618 88.10
0.500 87.97
0.382 87.84
LOW 87.44
0.618 86.78
1.000 86.38
1.618 85.72
2.618 84.66
4.250 82.94
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 87.97 87.88
PP 87.94 87.87
S1 87.92 87.86

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

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