NYMEX Light Sweet Crude Oil Future December 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 88.43 88.71 0.28 0.3% 87.25
High 88.88 89.67 0.79 0.9% 89.67
Low 87.58 88.00 0.42 0.5% 86.99
Close 88.56 88.71 0.15 0.2% 88.71
Range 1.30 1.67 0.37 28.5% 2.68
ATR 1.61 1.62 0.00 0.2% 0.00
Volume 55,030 54,110 -920 -1.7% 228,571
Daily Pivots for day following 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 93.80 92.93 89.63
R3 92.13 91.26 89.17
R2 90.46 90.46 89.02
R1 89.59 89.59 88.86 89.55
PP 88.79 88.79 88.79 88.77
S1 87.92 87.92 88.56 87.88
S2 87.12 87.12 88.40
S3 85.45 86.25 88.25
S4 83.78 84.58 87.79
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 96.50 95.28 90.18
R3 93.82 92.60 89.45
R2 91.14 91.14 89.20
R1 89.92 89.92 88.96 90.53
PP 88.46 88.46 88.46 88.76
S1 87.24 87.24 88.46 87.85
S2 85.78 85.78 88.22
S3 83.10 84.56 87.97
S4 80.42 81.88 87.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.67 86.99 2.68 3.0% 1.38 1.6% 64% True False 45,714
10 89.67 81.80 7.87 8.9% 1.51 1.7% 88% True False 40,757
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.77
2.618 94.04
1.618 92.37
1.000 91.34
0.618 90.70
HIGH 89.67
0.618 89.03
0.500 88.84
0.382 88.64
LOW 88.00
0.618 86.97
1.000 86.33
1.618 85.30
2.618 83.63
4.250 80.90
Fisher Pivots for day following 09-Apr-2010
Pivot 1 day 3 day
R1 88.84 88.68
PP 88.79 88.65
S1 88.75 88.63

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

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