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

Download as Excel Spreadsheet

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

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