NYMEX Light Sweet Crude Oil Future October 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 88.68 88.81 0.13 0.1% 82.24
High 88.89 89.07 0.18 0.2% 86.67
Low 88.14 88.10 -0.04 0.0% 82.24
Close 88.86 88.36 -0.50 -0.6% 86.52
Range 0.75 0.97 0.22 29.3% 4.43
ATR 1.52 1.48 -0.04 -2.6% 0.00
Volume 8,081 10,896 2,815 34.8% 24,325
Daily Pivots for day following 07-Apr-2010
Classic Woodie Camarilla DeMark
R4 91.42 90.86 88.89
R3 90.45 89.89 88.63
R2 89.48 89.48 88.54
R1 88.92 88.92 88.45 88.72
PP 88.51 88.51 88.51 88.41
S1 87.95 87.95 88.27 87.75
S2 87.54 87.54 88.18
S3 86.57 86.98 88.09
S4 85.60 86.01 87.83
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 98.43 96.91 88.96
R3 94.00 92.48 87.74
R2 89.57 89.57 87.33
R1 88.05 88.05 86.93 88.81
PP 85.14 85.14 85.14 85.53
S1 83.62 83.62 86.11 84.38
S2 80.71 80.71 85.71
S3 76.28 79.19 85.30
S4 71.85 74.76 84.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.07 84.00 5.07 5.7% 1.34 1.5% 86% True False 8,602
10 89.07 81.52 7.55 8.5% 1.16 1.3% 91% True False 6,616
20 89.07 80.82 8.25 9.3% 1.23 1.4% 91% True False 5,725
40 89.07 75.97 13.10 14.8% 1.38 1.6% 95% True False 4,878
60 89.07 73.17 15.90 18.0% 1.29 1.5% 96% True False 4,333
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.19
2.618 91.61
1.618 90.64
1.000 90.04
0.618 89.67
HIGH 89.07
0.618 88.70
0.500 88.59
0.382 88.47
LOW 88.10
0.618 87.50
1.000 87.13
1.618 86.53
2.618 85.56
4.250 83.98
Fisher Pivots for day following 07-Apr-2010
Pivot 1 day 3 day
R1 88.59 88.20
PP 88.51 88.05
S1 88.44 87.89

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

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