NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 89.92 88.97 -0.95 -1.1% 87.13
High 90.56 89.91 -0.65 -0.7% 90.07
Low 89.54 88.71 -0.83 -0.9% 86.26
Close 89.92 88.97 -0.95 -1.1% 90.07
Range 1.02 1.20 0.18 17.6% 3.81
ATR 1.38 1.37 -0.01 -0.9% 0.00
Volume 13,074 5,632 -7,442 -56.9% 45,966
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.80 92.08 89.63
R3 91.60 90.88 89.30
R2 90.40 90.40 89.19
R1 89.68 89.68 89.08 89.57
PP 89.20 89.20 89.20 89.14
S1 88.48 88.48 88.86 88.37
S2 88.00 88.00 88.75
S3 86.80 87.28 88.64
S4 85.60 86.08 88.31
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 100.23 98.96 92.17
R3 96.42 95.15 91.12
R2 92.61 92.61 90.77
R1 91.34 91.34 90.42 91.98
PP 88.80 88.80 88.80 89.12
S1 87.53 87.53 89.72 88.17
S2 84.99 84.99 89.37
S3 81.18 83.72 89.02
S4 77.37 79.91 87.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.56 87.29 3.27 3.7% 1.39 1.6% 51% False False 9,722
10 90.56 86.26 4.30 4.8% 1.29 1.4% 63% False False 10,671
20 90.56 83.80 6.76 7.6% 1.10 1.2% 76% False False 9,555
40 90.56 80.89 9.67 10.9% 1.13 1.3% 84% False False 6,856
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.01
2.618 93.05
1.618 91.85
1.000 91.11
0.618 90.65
HIGH 89.91
0.618 89.45
0.500 89.31
0.382 89.17
LOW 88.71
0.618 87.97
1.000 87.51
1.618 86.77
2.618 85.57
4.250 83.61
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 89.31 89.48
PP 89.20 89.31
S1 89.08 89.14

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

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