NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 30-Apr-2010
Day Change Summary
Previous Current
29-Apr-2010 30-Apr-2010 Change Change % Previous Week
Open 90.26 91.33 1.07 1.2% 89.92
High 90.80 91.40 0.60 0.7% 91.40
Low 89.96 90.21 0.25 0.3% 87.94
Close 90.26 91.33 1.07 1.2% 91.33
Range 0.84 1.19 0.35 41.7% 3.46
ATR 1.38 1.37 -0.01 -1.0% 0.00
Volume 10,913 13,743 2,830 25.9% 54,880
Daily Pivots for day following 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.55 94.13 91.98
R3 93.36 92.94 91.66
R2 92.17 92.17 91.55
R1 91.75 91.75 91.44 91.93
PP 90.98 90.98 90.98 91.07
S1 90.56 90.56 91.22 90.74
S2 89.79 89.79 91.11
S3 88.60 89.37 91.00
S4 87.41 88.18 90.68
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 100.60 99.43 93.23
R3 97.14 95.97 92.28
R2 93.68 93.68 91.96
R1 92.51 92.51 91.65 93.10
PP 90.22 90.22 90.22 90.52
S1 89.05 89.05 91.01 89.64
S2 86.76 86.76 90.70
S3 83.30 85.59 90.38
S4 79.84 82.13 89.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.40 87.94 3.46 3.8% 1.14 1.3% 98% True False 10,976
10 91.40 86.26 5.14 5.6% 1.23 1.3% 99% True False 10,084
20 91.40 86.26 5.14 5.6% 1.16 1.3% 99% True False 10,536
40 91.40 80.89 10.51 11.5% 1.15 1.3% 99% True False 7,358
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.46
2.618 94.52
1.618 93.33
1.000 92.59
0.618 92.14
HIGH 91.40
0.618 90.95
0.500 90.81
0.382 90.66
LOW 90.21
0.618 89.47
1.000 89.02
1.618 88.28
2.618 87.09
4.250 85.15
Fisher Pivots for day following 30-Apr-2010
Pivot 1 day 3 day
R1 91.16 90.78
PP 90.98 90.22
S1 90.81 89.67

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

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