NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 15-Apr-2010
Day Change Summary
Previous Current
14-Apr-2010 15-Apr-2010 Change Change % Previous Week
Open 87.26 89.00 1.74 2.0% 88.23
High 88.86 89.58 0.72 0.8% 88.80
Low 87.26 88.71 1.45 1.7% 86.88
Close 88.78 89.46 0.68 0.8% 87.80
Range 1.60 0.87 -0.73 -45.6% 1.92
ATR 1.53 1.49 -0.05 -3.1% 0.00
Volume 49,627 46,394 -3,233 -6.5% 105,068
Daily Pivots for day following 15-Apr-2010
Classic Woodie Camarilla DeMark
R4 91.86 91.53 89.94
R3 90.99 90.66 89.70
R2 90.12 90.12 89.62
R1 89.79 89.79 89.54 89.96
PP 89.25 89.25 89.25 89.33
S1 88.92 88.92 89.38 89.09
S2 88.38 88.38 89.30
S3 87.51 88.05 89.22
S4 86.64 87.18 88.98
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 89.58 86.59 2.99 3.3% 1.30 1.5% 96% True False 42,402
10 89.58 84.66 4.92 5.5% 1.30 1.4% 98% True False 30,579
20 89.58 80.45 9.13 10.2% 1.39 1.6% 99% True False 19,542
40 89.58 78.88 10.70 12.0% 1.53 1.7% 99% True False 13,839
60 89.58 72.43 17.15 19.2% 1.60 1.8% 99% True False 11,027
80 89.58 72.43 17.15 19.2% 1.46 1.6% 99% True False 8,900
100 89.58 72.43 17.15 19.2% 1.38 1.5% 99% True False 7,663
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.26
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 93.28
2.618 91.86
1.618 90.99
1.000 90.45
0.618 90.12
HIGH 89.58
0.618 89.25
0.500 89.15
0.382 89.04
LOW 88.71
0.618 88.17
1.000 87.84
1.618 87.30
2.618 86.43
4.250 85.01
Fisher Pivots for day following 15-Apr-2010
Pivot 1 day 3 day
R1 89.36 89.00
PP 89.25 88.54
S1 89.15 88.09

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

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