NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 89.90 91.34 1.44 1.6% 89.44
High 91.01 92.75 1.74 1.9% 91.01
Low 89.78 90.79 1.01 1.1% 87.43
Close 90.93 92.25 1.32 1.5% 90.93
Range 1.23 1.96 0.73 59.3% 3.58
ATR 1.49 1.52 0.03 2.3% 0.00
Volume 19,307 16,039 -3,268 -16.9% 76,894
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 97.81 96.99 93.33
R3 95.85 95.03 92.79
R2 93.89 93.89 92.61
R1 93.07 93.07 92.43 93.48
PP 91.93 91.93 91.93 92.14
S1 91.11 91.11 92.07 91.52
S2 89.97 89.97 91.89
S3 88.01 89.15 91.71
S4 86.05 87.19 91.17
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 92.75 87.43 5.32 5.8% 1.57 1.7% 91% True False 14,966
10 92.75 86.66 6.09 6.6% 1.48 1.6% 92% True False 14,544
20 92.75 85.81 6.94 7.5% 1.38 1.5% 93% True False 15,413
40 92.75 80.82 11.93 12.9% 1.30 1.4% 96% True False 10,319
60 92.75 74.19 18.56 20.1% 1.40 1.5% 97% True False 8,306
80 92.75 73.17 19.58 21.2% 1.32 1.4% 97% True False 6,917
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 101.08
2.618 97.88
1.618 95.92
1.000 94.71
0.618 93.96
HIGH 92.75
0.618 92.00
0.500 91.77
0.382 91.54
LOW 90.79
0.618 89.58
1.000 88.83
1.618 87.62
2.618 85.66
4.250 82.46
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 92.09 91.76
PP 91.93 91.26
S1 91.77 90.77

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

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