NYMEX Light Sweet Crude Oil Future November 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 88.57 88.66 0.09 0.1% 88.63
High 88.87 89.10 0.23 0.3% 90.25
Low 87.61 87.29 -0.32 -0.4% 87.45
Close 88.57 88.71 0.14 0.2% 88.67
Range 1.26 1.81 0.55 43.7% 2.80
ATR 1.36 1.39 0.03 2.4% 0.00
Volume 8,293 11,955 3,662 44.2% 69,920
Daily Pivots for day following 22-Apr-2010
Classic Woodie Camarilla DeMark
R4 93.80 93.06 89.71
R3 91.99 91.25 89.21
R2 90.18 90.18 89.04
R1 89.44 89.44 88.88 89.81
PP 88.37 88.37 88.37 88.55
S1 87.63 87.63 88.54 88.00
S2 86.56 86.56 88.38
S3 84.75 85.82 88.21
S4 82.94 84.01 87.71
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 97.19 95.73 90.21
R3 94.39 92.93 89.44
R2 91.59 91.59 89.18
R1 90.13 90.13 88.93 90.86
PP 88.79 88.79 88.79 89.16
S1 87.33 87.33 88.41 88.06
S2 85.99 85.99 88.16
S3 83.19 84.53 87.90
S4 80.39 81.73 87.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.00 86.26 3.74 4.2% 1.37 1.5% 66% False False 9,082
10 90.25 86.26 3.99 4.5% 1.25 1.4% 61% False False 11,420
20 90.25 81.95 8.30 9.4% 1.11 1.3% 81% False False 8,744
40 90.25 79.48 10.77 12.1% 1.17 1.3% 86% False False 6,413
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 0.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.79
2.618 93.84
1.618 92.03
1.000 90.91
0.618 90.22
HIGH 89.10
0.618 88.41
0.500 88.20
0.382 87.98
LOW 87.29
0.618 86.17
1.000 85.48
1.618 84.36
2.618 82.55
4.250 79.60
Fisher Pivots for day following 22-Apr-2010
Pivot 1 day 3 day
R1 88.54 88.53
PP 88.37 88.34
S1 88.20 88.16

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

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