NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 19-Apr-2010
Day Change Summary
Previous Current
16-Apr-2010 19-Apr-2010 Change Change % Previous Week
Open 90.47 88.75 -1.72 -1.9% 88.80
High 90.50 88.76 -1.74 -1.9% 90.61
Low 88.32 86.53 -1.79 -2.0% 87.68
Close 89.04 87.51 -1.53 -1.7% 89.04
Range 2.18 2.23 0.05 2.3% 2.93
ATR 1.56 1.63 0.07 4.4% 0.00
Volume 48,568 65,744 17,176 35.4% 340,417
Daily Pivots for day following 19-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.29 93.13 88.74
R3 92.06 90.90 88.12
R2 89.83 89.83 87.92
R1 88.67 88.67 87.71 88.14
PP 87.60 87.60 87.60 87.33
S1 86.44 86.44 87.31 85.91
S2 85.37 85.37 87.10
S3 83.14 84.21 86.90
S4 80.91 81.98 86.28
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 97.90 96.40 90.65
R3 94.97 93.47 89.85
R2 92.04 92.04 89.58
R1 90.54 90.54 89.31 91.29
PP 89.11 89.11 89.11 89.49
S1 87.61 87.61 88.77 88.36
S2 86.18 86.18 88.50
S3 83.25 84.68 88.23
S4 80.32 81.75 87.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.61 86.53 4.08 4.7% 1.64 1.9% 24% False True 67,791
10 90.61 86.53 4.08 4.7% 1.43 1.6% 24% False True 60,142
20 90.61 81.13 9.48 10.8% 1.53 1.8% 67% False False 46,006
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 98.24
2.618 94.60
1.618 92.37
1.000 90.99
0.618 90.14
HIGH 88.76
0.618 87.91
0.500 87.65
0.382 87.38
LOW 86.53
0.618 85.15
1.000 84.30
1.618 82.92
2.618 80.69
4.250 77.05
Fisher Pivots for day following 19-Apr-2010
Pivot 1 day 3 day
R1 87.65 88.57
PP 87.60 88.22
S1 87.56 87.86

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

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