NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 88.75 87.51 -1.24 -1.4% 88.80
High 88.76 88.55 -0.21 -0.2% 90.61
Low 86.53 87.51 0.98 1.1% 87.68
Close 87.51 88.07 0.56 0.6% 89.04
Range 2.23 1.04 -1.19 -53.4% 2.93
ATR 1.63 1.58 -0.04 -2.6% 0.00
Volume 65,744 36,832 -28,912 -44.0% 340,417
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 91.16 90.66 88.64
R3 90.12 89.62 88.36
R2 89.08 89.08 88.26
R1 88.58 88.58 88.17 88.83
PP 88.04 88.04 88.04 88.17
S1 87.54 87.54 87.97 87.79
S2 87.00 87.00 87.88
S3 85.96 86.50 87.78
S4 84.92 85.46 87.50
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 4.6% 1.58 1.8% 38% False False 61,970
10 90.61 86.53 4.08 4.6% 1.42 1.6% 38% False False 60,171
20 90.61 81.80 8.81 10.0% 1.45 1.6% 71% False False 46,607
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.97
2.618 91.27
1.618 90.23
1.000 89.59
0.618 89.19
HIGH 88.55
0.618 88.15
0.500 88.03
0.382 87.91
LOW 87.51
0.618 86.87
1.000 86.47
1.618 85.83
2.618 84.79
4.250 83.09
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 88.06 88.52
PP 88.04 88.37
S1 88.03 88.22

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

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