NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 09-Apr-2010
Day Change Summary
Previous Current
08-Apr-2010 09-Apr-2010 Change Change % Previous Week
Open 88.34 88.48 0.14 0.2% 88.53
High 88.51 89.31 0.80 0.9% 89.31
Low 87.73 87.77 0.04 0.0% 87.38
Close 88.34 88.48 0.14 0.2% 88.48
Range 0.78 1.54 0.76 97.4% 1.93
ATR 1.30 1.32 0.02 1.3% 0.00
Volume 9,286 7,971 -1,315 -14.2% 39,962
Daily Pivots for day following 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 93.14 92.35 89.33
R3 91.60 90.81 88.90
R2 90.06 90.06 88.76
R1 89.27 89.27 88.62 89.25
PP 88.52 88.52 88.52 88.51
S1 87.73 87.73 88.34 87.71
S2 86.98 86.98 88.20
S3 85.44 86.19 88.06
S4 83.90 84.65 87.63
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.18 93.26 89.54
R3 92.25 91.33 89.01
R2 90.32 90.32 88.83
R1 89.40 89.40 88.66 88.90
PP 88.39 88.39 88.39 88.14
S1 87.47 87.47 88.30 86.97
S2 86.46 86.46 88.13
S3 84.53 85.54 87.95
S4 82.60 83.61 87.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.31 87.38 1.93 2.2% 0.96 1.1% 57% True False 7,992
10 89.31 81.95 7.36 8.3% 1.02 1.2% 89% True False 6,531
20 89.31 80.89 8.42 9.5% 1.12 1.3% 90% True False 5,117
40 89.31 76.87 12.44 14.1% 1.09 1.2% 93% True False 4,574
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 95.86
2.618 93.34
1.618 91.80
1.000 90.85
0.618 90.26
HIGH 89.31
0.618 88.72
0.500 88.54
0.382 88.36
LOW 87.77
0.618 86.82
1.000 86.23
1.618 85.28
2.618 83.74
4.250 81.23
Fisher Pivots for day following 09-Apr-2010
Pivot 1 day 3 day
R1 88.54 88.52
PP 88.52 88.51
S1 88.50 88.49

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

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