NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 85.65 86.38 0.73 0.9% 88.03
High 86.71 87.26 0.55 0.6% 89.12
Low 85.61 85.81 0.20 0.2% 85.95
Close 86.14 86.75 0.61 0.7% 87.15
Range 1.10 1.45 0.35 31.8% 3.17
ATR 1.66 1.64 -0.01 -0.9% 0.00
Volume 28,458 40,224 11,766 41.3% 280,585
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 90.96 90.30 87.55
R3 89.51 88.85 87.15
R2 88.06 88.06 87.02
R1 87.40 87.40 86.88 87.73
PP 86.61 86.61 86.61 86.77
S1 85.95 85.95 86.62 86.28
S2 85.16 85.16 86.48
S3 83.71 84.50 86.35
S4 82.26 83.05 85.95
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% 1.65 1.9% 48% False False 42,023
10 89.12 84.56 4.56 5.3% 1.54 1.8% 48% False False 46,652
20 89.12 81.00 8.12 9.4% 1.50 1.7% 71% False False 31,019
40 89.12 78.62 10.50 12.1% 1.61 1.9% 77% False False 20,447
60 89.12 72.04 17.08 19.7% 1.70 2.0% 86% False False 15,685
80 89.12 72.04 17.08 19.7% 1.54 1.8% 86% False False 12,431
100 89.12 72.04 17.08 19.7% 1.45 1.7% 86% False False 10,431
120 89.12 72.04 17.08 19.7% 1.31 1.5% 86% False False 9,039
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.42
2.618 91.06
1.618 89.61
1.000 88.71
0.618 88.16
HIGH 87.26
0.618 86.71
0.500 86.54
0.382 86.36
LOW 85.81
0.618 84.91
1.000 84.36
1.618 83.46
2.618 82.01
4.250 79.65
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 86.68 86.47
PP 86.61 86.19
S1 86.54 85.91

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

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