NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 13-Apr-2010
Day Change Summary
Previous Current
12-Apr-2010 13-Apr-2010 Change Change % Previous Week
Open 87.89 87.39 -0.50 -0.6% 88.23
High 88.50 87.85 -0.65 -0.7% 88.80
Low 87.44 86.59 -0.85 -1.0% 86.88
Close 87.89 87.39 -0.50 -0.6% 87.80
Range 1.06 1.26 0.20 18.9% 1.92
ATR 1.55 1.53 -0.02 -1.1% 0.00
Volume 53,636 37,761 -15,875 -29.6% 105,068
Daily Pivots for day following 13-Apr-2010
Classic Woodie Camarilla DeMark
R4 91.06 90.48 88.08
R3 89.80 89.22 87.74
R2 88.54 88.54 87.62
R1 87.96 87.96 87.51 88.02
PP 87.28 87.28 87.28 87.31
S1 86.70 86.70 87.27 86.76
S2 86.02 86.02 87.16
S3 84.76 85.44 87.04
S4 83.50 84.18 86.70
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 86.59 2.21 2.5% 1.24 1.4% 36% False True 33,476
10 88.80 83.25 5.55 6.4% 1.24 1.4% 75% False False 23,064
20 88.80 80.45 8.35 9.6% 1.43 1.6% 83% False False 15,549
40 88.80 76.53 12.27 14.0% 1.58 1.8% 89% False False 11,624
60 88.80 72.43 16.37 18.7% 1.60 1.8% 91% False False 9,508
80 88.80 72.43 16.37 18.7% 1.44 1.6% 91% False False 7,788
100 88.80 72.43 16.37 18.7% 1.37 1.6% 91% False False 6,728
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.21
2.618 91.15
1.618 89.89
1.000 89.11
0.618 88.63
HIGH 87.85
0.618 87.37
0.500 87.22
0.382 87.07
LOW 86.59
0.618 85.81
1.000 85.33
1.618 84.55
2.618 83.29
4.250 81.24
Fisher Pivots for day following 13-Apr-2010
Pivot 1 day 3 day
R1 87.33 87.69
PP 87.28 87.59
S1 87.22 87.49

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

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