NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 30-Apr-2010
Day Change Summary
Previous Current
29-Apr-2010 30-Apr-2010 Change Change % Previous Week
Open 87.33 88.62 1.29 1.5% 87.95
High 89.07 89.88 0.81 0.9% 89.88
Low 87.00 88.36 1.36 1.6% 85.60
Close 88.51 89.68 1.17 1.3% 89.68
Range 2.07 1.52 -0.55 -26.6% 4.28
ATR 1.72 1.71 -0.01 -0.8% 0.00
Volume 79,250 85,839 6,589 8.3% 357,687
Daily Pivots for day following 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 93.87 93.29 90.52
R3 92.35 91.77 90.10
R2 90.83 90.83 89.96
R1 90.25 90.25 89.82 90.54
PP 89.31 89.31 89.31 89.45
S1 88.73 88.73 89.54 89.02
S2 87.79 87.79 89.40
S3 86.27 87.21 89.26
S4 84.75 85.69 88.84
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 101.23 99.73 92.03
R3 96.95 95.45 90.86
R2 92.67 92.67 90.46
R1 91.17 91.17 90.07 91.92
PP 88.39 88.39 88.39 88.76
S1 86.89 86.89 89.29 87.64
S2 84.11 84.11 88.90
S3 79.83 82.61 88.50
S4 75.55 78.33 87.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.88 85.60 4.28 4.8% 1.73 1.9% 95% True False 71,537
10 89.88 84.56 5.32 5.9% 1.75 1.9% 96% True False 61,184
20 89.88 84.56 5.32 5.9% 1.60 1.8% 96% True False 51,444
40 89.88 80.12 9.76 10.9% 1.59 1.8% 98% True False 31,477
60 89.88 72.04 17.84 19.9% 1.74 1.9% 99% True False 23,388
80 89.88 72.04 17.84 19.9% 1.65 1.8% 99% True False 18,578
100 89.88 72.04 17.84 19.9% 1.49 1.7% 99% True False 15,223
120 89.88 72.04 17.84 19.9% 1.37 1.5% 99% True False 13,081
Crabel Price Patterns
NR True
NR4 True
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 0.33
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.34
2.618 93.86
1.618 92.34
1.000 91.40
0.618 90.82
HIGH 89.88
0.618 89.30
0.500 89.12
0.382 88.94
LOW 88.36
0.618 87.42
1.000 86.84
1.618 85.90
2.618 84.38
4.250 81.90
Fisher Pivots for day following 30-Apr-2010
Pivot 1 day 3 day
R1 89.49 89.03
PP 89.31 88.39
S1 89.12 87.74

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

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