NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 22-Apr-2010
Day Change Summary
Previous Current
21-Apr-2010 22-Apr-2010 Change Change % Previous Week
Open 87.47 87.46 -0.01 0.0% 87.89
High 87.98 88.05 0.07 0.1% 89.58
Low 86.55 86.03 -0.52 -0.6% 86.59
Close 87.51 87.63 0.12 0.1% 87.80
Range 1.43 2.02 0.59 41.3% 2.99
ATR 1.57 1.61 0.03 2.0% 0.00
Volume 25,560 43,476 17,916 70.1% 218,713
Daily Pivots for day following 22-Apr-2010
Classic Woodie Camarilla DeMark
R4 93.30 92.48 88.74
R3 91.28 90.46 88.19
R2 89.26 89.26 88.00
R1 88.44 88.44 87.82 88.85
PP 87.24 87.24 87.24 87.44
S1 86.42 86.42 87.44 86.83
S2 85.22 85.22 87.26
S3 83.20 84.40 87.07
S4 81.18 82.38 86.52
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 89.54 85.25 4.29 4.9% 1.78 2.0% 55% False False 31,271
10 89.58 85.25 4.33 4.9% 1.54 1.8% 55% False False 36,837
20 89.58 81.32 8.26 9.4% 1.44 1.6% 76% False False 25,268
40 89.58 78.88 10.70 12.2% 1.55 1.8% 82% False False 16,806
60 89.58 72.43 17.15 19.6% 1.67 1.9% 89% False False 13,247
80 89.58 72.43 17.15 19.6% 1.49 1.7% 89% False False 10,711
100 89.58 72.43 17.15 19.6% 1.44 1.6% 89% False False 9,137
120 89.58 72.43 17.15 19.6% 1.36 1.6% 89% False False 8,003
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.64
2.618 93.34
1.618 91.32
1.000 90.07
0.618 89.30
HIGH 88.05
0.618 87.28
0.500 87.04
0.382 86.80
LOW 86.03
0.618 84.78
1.000 84.01
1.618 82.76
2.618 80.74
4.250 77.45
Fisher Pivots for day following 22-Apr-2010
Pivot 1 day 3 day
R1 87.43 87.43
PP 87.24 87.24
S1 87.04 87.04

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

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