NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 08-Apr-2010
Day Change Summary
Previous Current
07-Apr-2010 08-Apr-2010 Change Change % Previous Week
Open 87.94 86.95 -0.99 -1.1% 81.20
High 88.08 87.14 -0.94 -1.1% 86.02
Low 86.85 85.75 -1.10 -1.3% 81.20
Close 87.17 86.75 -0.42 -0.5% 85.78
Range 1.23 1.39 0.16 13.0% 4.82
ATR 1.75 1.72 -0.02 -1.3% 0.00
Volume 45,275 66,497 21,222 46.9% 138,064
Daily Pivots for day following 08-Apr-2010
Classic Woodie Camarilla DeMark
R4 90.72 90.12 87.51
R3 89.33 88.73 87.13
R2 87.94 87.94 87.00
R1 87.34 87.34 86.88 86.95
PP 86.55 86.55 86.55 86.35
S1 85.95 85.95 86.62 85.56
S2 85.16 85.16 86.50
S3 83.77 84.56 86.37
S4 82.38 83.17 85.99
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 98.79 97.11 88.43
R3 93.97 92.29 87.11
R2 89.15 89.15 86.66
R1 87.47 87.47 86.22 88.31
PP 84.33 84.33 84.33 84.76
S1 82.65 82.65 85.34 83.49
S2 79.51 79.51 84.90
S3 74.69 77.83 84.45
S4 69.87 73.01 83.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.08 84.10 3.98 4.6% 1.46 1.7% 67% False False 44,815
10 88.08 80.50 7.58 8.7% 1.53 1.8% 82% False False 37,890
20 88.08 79.70 8.38 9.7% 1.65 1.9% 84% False False 31,015
40 88.08 74.57 13.51 15.6% 1.80 2.1% 90% False False 22,410
60 88.08 71.64 16.44 19.0% 1.90 2.2% 92% False False 17,857
80 88.08 71.64 16.44 19.0% 1.76 2.0% 92% False False 14,324
100 88.08 71.64 16.44 19.0% 1.76 2.0% 92% False False 12,121
120 88.08 71.64 16.44 19.0% 1.76 2.0% 92% False False 10,675
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.05
2.618 90.78
1.618 89.39
1.000 88.53
0.618 88.00
HIGH 87.14
0.618 86.61
0.500 86.45
0.382 86.28
LOW 85.75
0.618 84.89
1.000 84.36
1.618 83.50
2.618 82.11
4.250 79.84
Fisher Pivots for day following 08-Apr-2010
Pivot 1 day 3 day
R1 86.65 86.92
PP 86.55 86.86
S1 86.45 86.81

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

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