NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 16-Apr-2010
Day Change Summary
Previous Current
15-Apr-2010 16-Apr-2010 Change Change % Previous Week
Open 89.00 89.41 0.41 0.5% 87.89
High 89.58 89.54 -0.04 0.0% 89.58
Low 88.71 87.07 -1.64 -1.8% 86.59
Close 89.46 87.80 -1.66 -1.9% 87.80
Range 0.87 2.47 1.60 183.9% 2.99
ATR 1.49 1.56 0.07 4.7% 0.00
Volume 46,394 31,295 -15,099 -32.5% 218,713
Daily Pivots for day following 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 95.55 94.14 89.16
R3 93.08 91.67 88.48
R2 90.61 90.61 88.25
R1 89.20 89.20 88.03 88.67
PP 88.14 88.14 88.14 87.87
S1 86.73 86.73 87.57 86.20
S2 85.67 85.67 87.35
S3 83.20 84.26 87.12
S4 80.73 81.79 86.44
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 96.96 95.37 89.44
R3 93.97 92.38 88.62
R2 90.98 90.98 88.35
R1 89.39 89.39 88.07 88.69
PP 87.99 87.99 87.99 87.64
S1 86.40 86.40 87.53 85.70
S2 85.00 85.00 87.25
S3 82.01 83.41 86.98
S4 79.02 80.42 86.16
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 3.4% 1.45 1.7% 40% False False 43,742
10 89.58 86.59 2.99 3.4% 1.35 1.5% 40% False False 32,378
20 89.58 80.45 9.13 10.4% 1.47 1.7% 81% False False 20,658
40 89.58 78.88 10.70 12.2% 1.54 1.8% 83% False False 14,507
60 89.58 72.43 17.15 19.5% 1.64 1.9% 90% False False 11,494
80 89.58 72.43 17.15 19.5% 1.48 1.7% 90% False False 9,264
100 89.58 72.43 17.15 19.5% 1.39 1.6% 90% False False 7,952
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 100.04
2.618 96.01
1.618 93.54
1.000 92.01
0.618 91.07
HIGH 89.54
0.618 88.60
0.500 88.31
0.382 88.01
LOW 87.07
0.618 85.54
1.000 84.60
1.618 83.07
2.618 80.60
4.250 76.57
Fisher Pivots for day following 16-Apr-2010
Pivot 1 day 3 day
R1 88.31 88.33
PP 88.14 88.15
S1 87.97 87.98

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

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