NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 90.60 90.15 -0.45 -0.5% 88.75
High 91.04 90.60 -0.44 -0.5% 90.50
Low 89.89 88.84 -1.05 -1.2% 86.53
Close 90.37 89.45 -0.92 -1.0% 90.49
Range 1.15 1.76 0.61 53.0% 3.97
ATR 1.59 1.60 0.01 0.8% 0.00
Volume 45,719 37,335 -8,384 -18.3% 266,789
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.91 93.94 90.42
R3 93.15 92.18 89.93
R2 91.39 91.39 89.77
R1 90.42 90.42 89.61 90.03
PP 89.63 89.63 89.63 89.43
S1 88.66 88.66 89.29 88.27
S2 87.87 87.87 89.13
S3 86.11 86.90 88.97
S4 84.35 85.14 88.48
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% 1.64 1.8% 52% False False 49,453
10 91.04 86.53 4.51 5.0% 1.61 1.8% 65% False False 55,711
20 91.04 83.71 7.33 8.2% 1.48 1.7% 78% False False 51,507
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.08
2.618 95.21
1.618 93.45
1.000 92.36
0.618 91.69
HIGH 90.60
0.618 89.93
0.500 89.72
0.382 89.51
LOW 88.84
0.618 87.75
1.000 87.08
1.618 85.99
2.618 84.23
4.250 81.36
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 89.72 89.88
PP 89.63 89.73
S1 89.54 89.59

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

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