NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 07-Apr-2010
Day Change Summary
Previous Current
06-Apr-2010 07-Apr-2010 Change Change % Previous Week
Open 87.88 88.22 0.34 0.4% 81.72
High 88.45 88.55 0.10 0.1% 86.34
Low 87.50 87.37 -0.13 -0.1% 81.72
Close 88.37 87.69 -0.68 -0.8% 86.11
Range 0.95 1.18 0.23 24.2% 4.62
ATR 1.70 1.66 -0.04 -2.2% 0.00
Volume 20,119 26,854 6,735 33.5% 52,480
Daily Pivots for day following 07-Apr-2010
Classic Woodie Camarilla DeMark
R4 91.41 90.73 88.34
R3 90.23 89.55 88.01
R2 89.05 89.05 87.91
R1 88.37 88.37 87.80 88.12
PP 87.87 87.87 87.87 87.75
S1 87.19 87.19 87.58 86.94
S2 86.69 86.69 87.47
S3 85.51 86.01 87.37
S4 84.33 84.83 87.04
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 98.58 96.97 88.65
R3 93.96 92.35 87.38
R2 89.34 89.34 86.96
R1 87.73 87.73 86.53 88.54
PP 84.72 84.72 84.72 85.13
S1 83.11 83.11 85.69 83.92
S2 80.10 80.10 85.26
S3 75.48 78.49 84.84
S4 70.86 73.87 83.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.55 83.33 5.22 6.0% 1.45 1.7% 84% True False 18,056
10 88.55 81.00 7.55 8.6% 1.45 1.7% 89% True False 15,387
20 88.55 80.12 8.43 9.6% 1.57 1.8% 90% True False 13,123
40 88.55 73.85 14.70 16.8% 1.68 1.9% 94% True False 10,221
60 88.55 72.04 16.51 18.8% 1.67 1.9% 95% True False 8,557
80 88.55 72.04 16.51 18.8% 1.45 1.7% 95% True False 6,817
100 88.55 72.04 16.51 18.8% 1.33 1.5% 95% True False 5,970
120 88.55 72.04 16.51 18.8% 1.26 1.4% 95% True False 5,320
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.57
2.618 91.64
1.618 90.46
1.000 89.73
0.618 89.28
HIGH 88.55
0.618 88.10
0.500 87.96
0.382 87.82
LOW 87.37
0.618 86.64
1.000 86.19
1.618 85.46
2.618 84.28
4.250 82.36
Fisher Pivots for day following 07-Apr-2010
Pivot 1 day 3 day
R1 87.96 87.62
PP 87.87 87.56
S1 87.78 87.49

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

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