NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 87.60 87.30 -0.30 -0.3% 88.32
High 87.60 87.82 0.22 0.3% 90.00
Low 85.81 86.91 1.10 1.3% 87.11
Close 86.72 87.30 0.58 0.7% 88.27
Range 1.79 0.91 -0.88 -49.2% 2.89
ATR 1.52 1.49 -0.03 -2.0% 0.00
Volume 14,885 10,213 -4,672 -31.4% 102,436
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 90.07 89.60 87.80
R3 89.16 88.69 87.55
R2 88.25 88.25 87.47
R1 87.78 87.78 87.38 87.76
PP 87.34 87.34 87.34 87.33
S1 86.87 86.87 87.22 86.85
S2 86.43 86.43 87.13
S3 85.52 85.96 87.05
S4 84.61 85.05 86.80
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% 1.38 1.6% 36% False False 16,937
10 90.00 85.81 4.19 4.8% 1.29 1.5% 36% False False 16,495
20 90.00 81.52 8.48 9.7% 1.23 1.4% 68% False False 11,138
40 90.00 79.20 10.80 12.4% 1.32 1.5% 75% False False 7,928
60 90.00 73.17 16.83 19.3% 1.31 1.5% 84% False False 6,529
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 0.29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.69
2.618 90.20
1.618 89.29
1.000 88.73
0.618 88.38
HIGH 87.82
0.618 87.47
0.500 87.37
0.382 87.26
LOW 86.91
0.618 86.35
1.000 86.00
1.618 85.44
2.618 84.53
4.250 83.04
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 87.37 87.72
PP 87.34 87.58
S1 87.32 87.44

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

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