NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 22-Apr-2010
Day Change Summary
Previous Current
21-Apr-2010 22-Apr-2010 Change Change % Previous Week
Open 88.08 87.91 -0.17 -0.2% 88.32
High 88.44 88.56 0.12 0.1% 90.00
Low 87.12 86.66 -0.46 -0.5% 87.11
Close 88.08 88.21 0.13 0.1% 88.27
Range 1.32 1.90 0.58 43.9% 2.89
ATR 1.48 1.51 0.03 2.0% 0.00
Volume 10,967 15,520 4,553 41.5% 102,436
Daily Pivots for day following 22-Apr-2010
Classic Woodie Camarilla DeMark
R4 93.51 92.76 89.26
R3 91.61 90.86 88.73
R2 89.71 89.71 88.56
R1 88.96 88.96 88.38 89.34
PP 87.81 87.81 87.81 88.00
S1 87.06 87.06 88.04 87.44
S2 85.91 85.91 87.86
S3 84.01 85.16 87.69
S4 82.11 83.26 87.17
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 89.62 85.81 3.81 4.3% 1.60 1.8% 63% False False 12,782
10 90.00 85.81 4.19 4.8% 1.40 1.6% 57% False False 16,683
20 90.00 81.52 8.48 9.6% 1.30 1.5% 79% False False 12,207
40 90.00 79.20 10.80 12.2% 1.31 1.5% 83% False False 8,404
60 90.00 73.17 16.83 19.1% 1.33 1.5% 89% False False 6,895
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.64
2.618 93.53
1.618 91.63
1.000 90.46
0.618 89.73
HIGH 88.56
0.618 87.83
0.500 87.61
0.382 87.39
LOW 86.66
0.618 85.49
1.000 84.76
1.618 83.59
2.618 81.69
4.250 78.59
Fisher Pivots for day following 22-Apr-2010
Pivot 1 day 3 day
R1 88.01 88.01
PP 87.81 87.81
S1 87.61 87.61

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

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