NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 86.81 87.47 0.66 0.8% 87.89
High 87.26 87.98 0.72 0.8% 89.58
Low 86.34 86.55 0.21 0.2% 86.59
Close 86.81 87.51 0.70 0.8% 87.80
Range 0.92 1.43 0.51 55.4% 2.99
ATR 1.58 1.57 -0.01 -0.7% 0.00
Volume 22,584 25,560 2,976 13.2% 218,713
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 91.64 91.00 88.30
R3 90.21 89.57 87.90
R2 88.78 88.78 87.77
R1 88.14 88.14 87.64 88.46
PP 87.35 87.35 87.35 87.51
S1 86.71 86.71 87.38 87.03
S2 85.92 85.92 87.25
S3 84.49 85.28 87.12
S4 83.06 83.85 86.72
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 4.9% 1.55 1.8% 52% False False 31,855
10 89.58 85.25 4.33 4.9% 1.45 1.7% 52% False False 35,508
20 89.58 81.32 8.26 9.4% 1.40 1.6% 75% False False 23,456
40 89.58 78.88 10.70 12.2% 1.54 1.8% 81% False False 15,930
60 89.58 72.43 17.15 19.6% 1.64 1.9% 88% False False 12,592
80 89.58 72.43 17.15 19.6% 1.49 1.7% 88% False False 10,185
100 89.58 72.43 17.15 19.6% 1.42 1.6% 88% False False 8,712
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.06
2.618 91.72
1.618 90.29
1.000 89.41
0.618 88.86
HIGH 87.98
0.618 87.43
0.500 87.27
0.382 87.10
LOW 86.55
0.618 85.67
1.000 85.12
1.618 84.24
2.618 82.81
4.250 80.47
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 87.43 87.21
PP 87.35 86.91
S1 87.27 86.62

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

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