NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 28-Apr-2010
Day Change Summary
Previous Current
27-Apr-2010 28-Apr-2010 Change Change % Previous Week
Open 90.15 88.74 -1.41 -1.6% 88.75
High 90.60 89.96 -0.64 -0.7% 90.50
Low 88.84 88.26 -0.58 -0.7% 86.53
Close 89.45 89.76 0.31 0.3% 90.49
Range 1.76 1.70 -0.06 -3.4% 3.97
ATR 1.60 1.61 0.01 0.5% 0.00
Volume 37,335 57,202 19,867 53.2% 266,789
Daily Pivots for day following 28-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.43 93.79 90.70
R3 92.73 92.09 90.23
R2 91.03 91.03 90.07
R1 90.39 90.39 89.92 90.71
PP 89.33 89.33 89.33 89.49
S1 88.69 88.69 89.60 89.01
S2 87.63 87.63 89.45
S3 85.93 86.99 89.29
S4 84.23 85.29 88.83
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 101.08 99.76 92.67
R3 97.11 95.79 91.58
R2 93.14 93.14 91.22
R1 91.82 91.82 90.85 92.48
PP 89.17 89.17 89.17 89.51
S1 87.85 87.85 90.13 88.51
S2 85.20 85.20 89.76
S3 81.23 83.88 89.40
S4 77.26 79.91 88.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.04 87.75 3.29 3.7% 1.66 1.9% 61% False False 51,133
10 91.04 86.53 4.51 5.0% 1.63 1.8% 72% False False 52,679
20 91.04 84.10 6.94 7.7% 1.53 1.7% 82% False False 52,281
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.19
2.618 94.41
1.618 92.71
1.000 91.66
0.618 91.01
HIGH 89.96
0.618 89.31
0.500 89.11
0.382 88.91
LOW 88.26
0.618 87.21
1.000 86.56
1.618 85.51
2.618 83.81
4.250 81.04
Fisher Pivots for day following 28-Apr-2010
Pivot 1 day 3 day
R1 89.54 89.72
PP 89.33 89.69
S1 89.11 89.65

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

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