NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 14-Apr-2010
Day Change Summary
Previous Current
13-Apr-2010 14-Apr-2010 Change Change % Previous Week
Open 87.39 87.26 -0.13 -0.1% 88.23
High 87.85 88.86 1.01 1.1% 88.80
Low 86.59 87.26 0.67 0.8% 86.88
Close 87.39 88.78 1.39 1.6% 87.80
Range 1.26 1.60 0.34 27.0% 1.92
ATR 1.53 1.53 0.01 0.3% 0.00
Volume 37,761 49,627 11,866 31.4% 105,068
Daily Pivots for day following 14-Apr-2010
Classic Woodie Camarilla DeMark
R4 93.10 92.54 89.66
R3 91.50 90.94 89.22
R2 89.90 89.90 89.07
R1 89.34 89.34 88.93 89.62
PP 88.30 88.30 88.30 88.44
S1 87.74 87.74 88.63 88.02
S2 86.70 86.70 88.49
S3 85.10 86.14 88.34
S4 83.50 84.54 87.90
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 88.86 86.59 2.27 2.6% 1.35 1.5% 96% True False 39,162
10 88.86 83.75 5.11 5.8% 1.34 1.5% 98% True False 26,800
20 88.86 80.45 8.41 9.5% 1.40 1.6% 99% True False 17,765
40 88.86 78.88 9.98 11.2% 1.53 1.7% 99% True False 12,768
60 88.86 72.43 16.43 18.5% 1.61 1.8% 100% True False 10,293
80 88.86 72.43 16.43 18.5% 1.45 1.6% 100% True False 8,371
100 88.86 72.43 16.43 18.5% 1.38 1.6% 100% True False 7,212
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 True
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.66
2.618 93.05
1.618 91.45
1.000 90.46
0.618 89.85
HIGH 88.86
0.618 88.25
0.500 88.06
0.382 87.87
LOW 87.26
0.618 86.27
1.000 85.66
1.618 84.67
2.618 83.07
4.250 80.46
Fisher Pivots for day following 14-Apr-2010
Pivot 1 day 3 day
R1 88.54 88.43
PP 88.30 88.08
S1 88.06 87.73

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

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