NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 91.34 92.12 0.78 0.9% 89.44
High 92.75 92.33 -0.42 -0.5% 91.01
Low 90.79 88.57 -2.22 -2.4% 87.43
Close 92.25 88.77 -3.48 -3.8% 90.93
Range 1.96 3.76 1.80 91.8% 3.58
ATR 1.52 1.68 0.16 10.5% 0.00
Volume 16,039 12,620 -3,419 -21.3% 76,894
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 101.17 98.73 90.84
R3 97.41 94.97 89.80
R2 93.65 93.65 89.46
R1 91.21 91.21 89.11 90.55
PP 89.89 89.89 89.89 89.56
S1 87.45 87.45 88.43 86.79
S2 86.13 86.13 88.08
S3 82.37 83.69 87.74
S4 78.61 79.93 86.70
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 6.0% 2.01 2.3% 25% False False 15,965
10 92.75 86.66 6.09 6.9% 1.77 2.0% 35% False False 14,784
20 92.75 85.81 6.94 7.8% 1.53 1.7% 43% False False 15,640
40 92.75 80.82 11.93 13.4% 1.38 1.6% 67% False False 10,519
60 92.75 75.36 17.39 19.6% 1.44 1.6% 77% False False 8,308
80 92.75 73.17 19.58 22.1% 1.35 1.5% 80% False False 7,052
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 0.32
Widest range in 85 trading days
Fibonacci Retracements and Extensions
4.250 108.31
2.618 102.17
1.618 98.41
1.000 96.09
0.618 94.65
HIGH 92.33
0.618 90.89
0.500 90.45
0.382 90.01
LOW 88.57
0.618 86.25
1.000 84.81
1.618 82.49
2.618 78.73
4.250 72.59
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 90.45 90.66
PP 89.89 90.03
S1 89.33 89.40

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

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