NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 09-Apr-2010
Day Change Summary
Previous Current
08-Apr-2010 09-Apr-2010 Change Change % Previous Week
Open 86.95 86.97 0.02 0.0% 87.62
High 87.14 87.77 0.63 0.7% 88.08
Low 85.75 85.77 0.02 0.0% 85.75
Close 86.75 86.52 -0.23 -0.3% 86.52
Range 1.39 2.00 0.61 43.9% 2.33
ATR 1.72 1.74 0.02 1.1% 0.00
Volume 66,497 75,166 8,669 13.0% 257,116
Daily Pivots for day following 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.69 91.60 87.62
R3 90.69 89.60 87.07
R2 88.69 88.69 86.89
R1 87.60 87.60 86.70 87.15
PP 86.69 86.69 86.69 86.46
S1 85.60 85.60 86.34 85.15
S2 84.69 84.69 86.15
S3 82.69 83.60 85.97
S4 80.69 81.60 85.42
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 93.77 92.48 87.80
R3 91.44 90.15 87.16
R2 89.11 89.11 86.95
R1 87.82 87.82 86.73 87.30
PP 86.78 86.78 86.78 86.53
S1 85.49 85.49 86.31 84.97
S2 84.45 84.45 86.09
S3 82.12 83.16 85.88
S4 79.79 80.83 85.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.08 85.75 2.33 2.7% 1.48 1.7% 33% False False 51,423
10 88.08 80.50 7.58 8.8% 1.61 1.9% 79% False False 42,715
20 88.08 79.70 8.38 9.7% 1.71 2.0% 81% False False 33,354
40 88.08 74.65 13.43 15.5% 1.80 2.1% 88% False False 23,899
60 88.08 71.64 16.44 19.0% 1.89 2.2% 91% False False 19,026
80 88.08 71.64 16.44 19.0% 1.77 2.0% 91% False False 15,207
100 88.08 71.64 16.44 19.0% 1.76 2.0% 91% False False 12,851
120 88.08 71.64 16.44 19.0% 1.76 2.0% 91% False False 11,285
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 96.27
2.618 93.01
1.618 91.01
1.000 89.77
0.618 89.01
HIGH 87.77
0.618 87.01
0.500 86.77
0.382 86.53
LOW 85.77
0.618 84.53
1.000 83.77
1.618 82.53
2.618 80.53
4.250 77.27
Fisher Pivots for day following 09-Apr-2010
Pivot 1 day 3 day
R1 86.77 86.92
PP 86.69 86.78
S1 86.60 86.65

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

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