NYMEX Light Sweet Crude Oil Future June 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 84.47 83.31 -1.16 -1.4% 85.83
High 84.47 84.52 0.05 0.1% 87.26
Low 82.05 83.17 1.12 1.4% 83.75
Close 83.13 83.85 0.72 0.9% 84.67
Range 2.42 1.35 -1.07 -44.2% 3.51
ATR 1.91 1.87 -0.04 -1.9% 0.00
Volume 360,600 355,166 -5,434 -1.5% 1,554,232
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 87.90 87.22 84.59
R3 86.55 85.87 84.22
R2 85.20 85.20 84.10
R1 84.52 84.52 83.97 84.86
PP 83.85 83.85 83.85 84.02
S1 83.17 83.17 83.73 83.51
S2 82.50 82.50 83.60
S3 81.15 81.82 83.48
S4 79.80 80.47 83.11
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 95.76 93.72 86.60
R3 92.25 90.21 85.64
R2 88.74 88.74 85.31
R1 86.70 86.70 84.99 85.97
PP 85.23 85.23 85.23 84.86
S1 83.19 83.19 84.35 82.46
S2 81.72 81.72 84.03
S3 78.21 79.68 83.70
S4 74.70 76.17 82.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.26 82.05 5.21 6.2% 1.97 2.4% 35% False False 338,497
10 87.53 82.05 5.48 6.5% 1.80 2.2% 33% False False 274,789
20 87.59 80.03 7.56 9.0% 1.71 2.0% 51% False False 177,493
40 87.59 77.84 9.75 11.6% 1.86 2.2% 62% False False 117,864
60 87.59 70.75 16.84 20.1% 2.01 2.4% 78% False False 92,102
80 87.59 70.75 16.84 20.1% 1.94 2.3% 78% False False 75,228
100 87.59 70.75 16.84 20.1% 1.96 2.3% 78% False False 64,867
120 87.59 70.75 16.84 20.1% 1.99 2.4% 78% False False 56,489
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 False
Bull Hook False
Stretch 0.29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.26
2.618 88.05
1.618 86.70
1.000 85.87
0.618 85.35
HIGH 84.52
0.618 84.00
0.500 83.85
0.382 83.69
LOW 83.17
0.618 82.34
1.000 81.82
1.618 80.99
2.618 79.64
4.250 77.43
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 83.85 84.36
PP 83.85 84.19
S1 83.85 84.02

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

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