NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 14-Apr-2010
Day Change Summary
Previous Current
13-Apr-2010 14-Apr-2010 Change Change % Previous Week
Open 87.78 89.13 1.35 1.5% 88.40
High 88.46 89.13 0.67 0.8% 89.09
Low 87.11 87.86 0.75 0.9% 86.71
Close 87.78 89.13 1.35 1.5% 88.20
Range 1.35 1.27 -0.08 -5.9% 2.38
ATR 1.43 1.42 -0.01 -0.4% 0.00
Volume 18,527 25,363 6,836 36.9% 58,402
Daily Pivots for day following 14-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.52 92.09 89.83
R3 91.25 90.82 89.48
R2 89.98 89.98 89.36
R1 89.55 89.55 89.25 89.77
PP 88.71 88.71 88.71 88.81
S1 88.28 88.28 89.01 88.50
S2 87.44 87.44 88.90
S3 86.17 87.01 88.78
S4 84.90 85.74 88.43
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 95.14 94.05 89.51
R3 92.76 91.67 88.85
R2 90.38 90.38 88.64
R1 89.29 89.29 88.42 88.65
PP 88.00 88.00 88.00 87.68
S1 86.91 86.91 87.98 86.27
S2 85.62 85.62 87.76
S3 83.24 84.53 87.55
S4 80.86 82.15 86.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.13 87.11 2.02 2.3% 1.26 1.4% 100% True False 18,946
10 89.13 84.00 5.13 5.8% 1.30 1.5% 100% True False 13,774
20 89.13 80.82 8.31 9.3% 1.18 1.3% 100% True False 9,377
40 89.13 79.20 9.93 11.1% 1.30 1.5% 100% True False 6,824
60 89.13 73.17 15.96 17.9% 1.29 1.4% 100% True False 5,732
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 True
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.53
2.618 92.45
1.618 91.18
1.000 90.40
0.618 89.91
HIGH 89.13
0.618 88.64
0.500 88.50
0.382 88.35
LOW 87.86
0.618 87.08
1.000 86.59
1.618 85.81
2.618 84.54
4.250 82.46
Fisher Pivots for day following 14-Apr-2010
Pivot 1 day 3 day
R1 88.92 88.79
PP 88.71 88.46
S1 88.50 88.12

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

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