NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 86.22 86.81 0.59 0.7% 87.89
High 87.29 87.26 -0.03 0.0% 89.58
Low 85.25 86.34 1.09 1.3% 86.59
Close 86.22 86.81 0.59 0.7% 87.80
Range 2.04 0.92 -1.12 -54.9% 2.99
ATR 1.63 1.58 -0.04 -2.6% 0.00
Volume 33,443 22,584 -10,859 -32.5% 218,713
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 89.56 89.11 87.32
R3 88.64 88.19 87.06
R2 87.72 87.72 86.98
R1 87.27 87.27 86.89 87.27
PP 86.80 86.80 86.80 86.81
S1 86.35 86.35 86.73 86.35
S2 85.88 85.88 86.64
S3 84.96 85.43 86.56
S4 84.04 84.51 86.30
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 85.25 4.33 5.0% 1.58 1.8% 36% False False 36,668
10 89.58 85.25 4.33 5.0% 1.41 1.6% 36% False False 35,072
20 89.58 81.32 8.26 9.5% 1.38 1.6% 66% False False 22,482
40 89.58 78.88 10.70 12.3% 1.55 1.8% 74% False False 15,549
60 89.58 72.43 17.15 19.8% 1.63 1.9% 84% False False 12,272
80 89.58 72.43 17.15 19.8% 1.50 1.7% 84% False False 9,895
100 89.58 72.43 17.15 19.8% 1.41 1.6% 84% False False 8,471
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.17
2.618 89.67
1.618 88.75
1.000 88.18
0.618 87.83
HIGH 87.26
0.618 86.91
0.500 86.80
0.382 86.69
LOW 86.34
0.618 85.77
1.000 85.42
1.618 84.85
2.618 83.93
4.250 82.43
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 86.81 87.40
PP 86.80 87.20
S1 86.80 87.01

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

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