NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 23-Apr-2010
Day Change Summary
Previous Current
22-Apr-2010 23-Apr-2010 Change Change % Previous Week
Open 87.46 87.39 -0.07 -0.1% 86.22
High 88.05 89.06 1.01 1.1% 89.06
Low 86.03 87.14 1.11 1.3% 85.25
Close 87.63 89.07 1.44 1.6% 89.07
Range 2.02 1.92 -0.10 -5.0% 3.81
ATR 1.61 1.63 0.02 1.4% 0.00
Volume 43,476 37,930 -5,546 -12.8% 162,993
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.18 93.55 90.13
R3 92.26 91.63 89.60
R2 90.34 90.34 89.42
R1 89.71 89.71 89.25 90.03
PP 88.42 88.42 88.42 88.58
S1 87.79 87.79 88.89 88.11
S2 86.50 86.50 88.72
S3 84.58 85.87 88.54
S4 82.66 83.95 88.01
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 99.22 97.96 91.17
R3 95.41 94.15 90.12
R2 91.60 91.60 89.77
R1 90.34 90.34 89.42 90.97
PP 87.79 87.79 87.79 88.11
S1 86.53 86.53 88.72 87.16
S2 83.98 83.98 88.37
S3 80.17 82.72 88.02
S4 76.36 78.91 86.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.06 85.25 3.81 4.3% 1.67 1.9% 100% True False 32,598
10 89.58 85.25 4.33 4.9% 1.56 1.8% 88% False False 38,170
20 89.58 81.32 8.26 9.3% 1.47 1.7% 94% False False 26,822
40 89.58 79.79 9.79 11.0% 1.54 1.7% 95% False False 17,581
60 89.58 72.43 17.15 19.3% 1.67 1.9% 97% False False 13,793
80 89.58 72.43 17.15 19.3% 1.52 1.7% 97% False False 11,179
100 89.58 72.43 17.15 19.3% 1.43 1.6% 97% False False 9,487
120 89.58 72.43 17.15 19.3% 1.37 1.5% 97% False False 8,295
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.22
2.618 94.09
1.618 92.17
1.000 90.98
0.618 90.25
HIGH 89.06
0.618 88.33
0.500 88.10
0.382 87.87
LOW 87.14
0.618 85.95
1.000 85.22
1.618 84.03
2.618 82.11
4.250 78.98
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 88.75 88.56
PP 88.42 88.05
S1 88.10 87.55

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

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