NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 19-Apr-2010
Day Change Summary
Previous Current
16-Apr-2010 19-Apr-2010 Change Change % Previous Week
Open 88.93 86.74 -2.19 -2.5% 88.03
High 88.98 86.74 -2.24 -2.5% 89.12
Low 86.44 84.56 -1.88 -2.2% 85.95
Close 87.15 85.54 -1.61 -1.8% 87.15
Range 2.54 2.18 -0.36 -14.2% 3.17
ATR 1.62 1.69 0.07 4.2% 0.00
Volume 46,928 43,923 -3,005 -6.4% 280,585
Daily Pivots for day following 19-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.15 91.03 86.74
R3 89.97 88.85 86.14
R2 87.79 87.79 85.94
R1 86.67 86.67 85.74 86.14
PP 85.61 85.61 85.61 85.35
S1 84.49 84.49 85.34 83.96
S2 83.43 83.43 85.14
S3 81.25 82.31 84.94
S4 79.07 80.13 84.34
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 96.92 95.20 88.89
R3 93.75 92.03 88.02
R2 90.58 90.58 87.73
R1 88.86 88.86 87.44 88.14
PP 87.41 87.41 87.41 87.04
S1 85.69 85.69 86.86 84.97
S2 84.24 84.24 86.57
S3 81.07 82.52 86.28
S4 77.90 79.35 85.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.12 84.56 4.56 5.3% 1.72 2.0% 21% False True 52,587
10 89.12 84.56 4.56 5.3% 1.50 1.8% 21% False True 44,481
20 89.12 80.12 9.00 10.5% 1.57 1.8% 60% False False 28,559
40 89.12 78.62 10.50 12.3% 1.60 1.9% 66% False False 19,206
60 89.12 72.04 17.08 20.0% 1.71 2.0% 79% False False 14,703
80 89.12 72.04 17.08 20.0% 1.55 1.8% 79% False False 11,602
100 89.12 72.04 17.08 20.0% 1.43 1.7% 79% False False 9,790
120 89.12 72.04 17.08 20.0% 1.32 1.5% 79% False False 8,495
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.01
2.618 92.45
1.618 90.27
1.000 88.92
0.618 88.09
HIGH 86.74
0.618 85.91
0.500 85.65
0.382 85.39
LOW 84.56
0.618 83.21
1.000 82.38
1.618 81.03
2.618 78.85
4.250 75.30
Fisher Pivots for day following 19-Apr-2010
Pivot 1 day 3 day
R1 85.65 86.84
PP 85.61 86.41
S1 85.58 85.97

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

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