NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 87.62 88.03 0.41 0.5% 87.98
High 88.28 88.03 -0.25 -0.3% 88.55
Low 86.53 86.84 0.31 0.4% 86.34
Close 87.25 87.27 0.02 0.0% 87.25
Range 1.75 1.19 -0.56 -32.0% 2.21
ATR 1.65 1.61 -0.03 -2.0% 0.00
Volume 32,284 61,572 29,288 90.7% 136,469
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 90.95 90.30 87.92
R3 89.76 89.11 87.60
R2 88.57 88.57 87.49
R1 87.92 87.92 87.38 87.65
PP 87.38 87.38 87.38 87.25
S1 86.73 86.73 87.16 86.46
S2 86.19 86.19 87.05
S3 85.00 85.54 86.94
S4 83.81 84.35 86.62
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.01 92.84 88.47
R3 91.80 90.63 87.86
R2 89.59 89.59 87.66
R1 88.42 88.42 87.45 87.90
PP 87.38 87.38 87.38 87.12
S1 86.21 86.21 87.05 85.69
S2 85.17 85.17 86.84
S3 82.96 84.00 86.64
S4 80.75 81.79 86.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.55 86.34 2.21 2.5% 1.28 1.5% 42% False False 36,376
10 88.55 81.72 6.83 7.8% 1.46 1.7% 81% False False 25,052
20 88.55 80.12 8.43 9.7% 1.54 1.8% 85% False False 18,231
40 88.55 75.42 13.13 15.0% 1.62 1.9% 90% False False 13,166
60 88.55 72.04 16.51 18.9% 1.67 1.9% 92% False False 10,643
80 88.55 72.04 16.51 18.9% 1.48 1.7% 92% False False 8,439
100 88.55 72.04 16.51 18.9% 1.36 1.6% 92% False False 7,247
120 88.55 72.04 16.51 18.9% 1.29 1.5% 92% False False 6,397
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 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.09
2.618 91.15
1.618 89.96
1.000 89.22
0.618 88.77
HIGH 88.03
0.618 87.58
0.500 87.44
0.382 87.29
LOW 86.84
0.618 86.10
1.000 85.65
1.618 84.91
2.618 83.72
4.250 81.78
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 87.44 87.31
PP 87.38 87.30
S1 87.33 87.28

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

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