NYMEX Light Sweet Crude Oil Future October 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 88.27 87.60 -0.67 -0.8% 88.32
High 89.62 87.60 -2.02 -2.3% 90.00
Low 87.52 85.81 -1.71 -2.0% 87.11
Close 88.27 86.72 -1.55 -1.8% 88.27
Range 2.10 1.79 -0.31 -14.8% 2.89
ATR 1.45 1.52 0.07 5.0% 0.00
Volume 12,328 14,885 2,557 20.7% 102,436
Daily Pivots for day following 19-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.08 91.19 87.70
R3 90.29 89.40 87.21
R2 88.50 88.50 87.05
R1 87.61 87.61 86.88 87.16
PP 86.71 86.71 86.71 86.49
S1 85.82 85.82 86.56 85.37
S2 84.92 84.92 86.39
S3 83.13 84.03 86.23
S4 81.34 82.24 85.74
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 97.13 95.59 89.86
R3 94.24 92.70 89.06
R2 91.35 91.35 88.80
R1 89.81 89.81 88.53 89.14
PP 88.46 88.46 88.46 88.12
S1 86.92 86.92 88.01 86.25
S2 85.57 85.57 87.74
S3 82.68 84.03 87.48
S4 79.79 81.14 86.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.00 85.81 4.19 4.8% 1.46 1.7% 22% False True 18,600
10 90.00 85.81 4.19 4.8% 1.27 1.5% 22% False True 16,282
20 90.00 80.82 9.18 10.6% 1.31 1.5% 64% False False 10,976
40 90.00 79.20 10.80 12.5% 1.31 1.5% 70% False False 7,826
60 90.00 73.17 16.83 19.4% 1.31 1.5% 81% False False 6,430
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.21
2.618 92.29
1.618 90.50
1.000 89.39
0.618 88.71
HIGH 87.60
0.618 86.92
0.500 86.71
0.382 86.49
LOW 85.81
0.618 84.70
1.000 84.02
1.618 82.91
2.618 81.12
4.250 78.20
Fisher Pivots for day following 19-Apr-2010
Pivot 1 day 3 day
R1 86.72 87.91
PP 86.71 87.51
S1 86.71 87.12

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

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