NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 30-Apr-2010
Day Change Summary
Previous Current
29-Apr-2010 30-Apr-2010 Change Change % Previous Week
Open 88.97 89.90 0.93 1.0% 89.44
High 90.36 91.01 0.65 0.7% 91.01
Low 88.79 89.78 0.99 1.1% 87.43
Close 89.82 90.93 1.11 1.2% 90.93
Range 1.57 1.23 -0.34 -21.7% 3.58
ATR 1.51 1.49 -0.02 -1.3% 0.00
Volume 15,666 19,307 3,641 23.2% 76,894
Daily Pivots for day following 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.26 93.83 91.61
R3 93.03 92.60 91.27
R2 91.80 91.80 91.16
R1 91.37 91.37 91.04 91.59
PP 90.57 90.57 90.57 90.68
S1 90.14 90.14 90.82 90.36
S2 89.34 89.34 90.70
S3 88.11 88.91 90.59
S4 86.88 87.68 90.25
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 100.53 99.31 92.90
R3 96.95 95.73 91.91
R2 93.37 93.37 91.59
R1 92.15 92.15 91.26 92.76
PP 89.79 89.79 89.79 90.10
S1 88.57 88.57 90.60 89.18
S2 86.21 86.21 90.27
S3 82.63 84.99 89.95
S4 79.05 81.41 88.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.01 87.43 3.58 3.9% 1.39 1.5% 98% True False 15,378
10 91.01 85.81 5.20 5.7% 1.47 1.6% 98% True False 14,428
20 91.01 85.81 5.20 5.7% 1.37 1.5% 98% True False 15,256
40 91.01 80.82 10.19 11.2% 1.29 1.4% 99% True False 10,041
60 91.01 73.17 17.84 19.6% 1.38 1.5% 100% True False 8,095
80 91.01 73.17 17.84 19.6% 1.30 1.4% 100% True False 6,770
Crabel Price Patterns
NR True
NR4 True
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 0.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.24
2.618 94.23
1.618 93.00
1.000 92.24
0.618 91.77
HIGH 91.01
0.618 90.54
0.500 90.40
0.382 90.25
LOW 89.78
0.618 89.02
1.000 88.55
1.618 87.79
2.618 86.56
4.250 84.55
Fisher Pivots for day following 30-Apr-2010
Pivot 1 day 3 day
R1 90.75 90.36
PP 90.57 89.79
S1 90.40 89.22

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

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