NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 29-Apr-2010
Day Change Summary
Previous Current
28-Apr-2010 29-Apr-2010 Change Change % Previous Week
Open 84.32 85.70 1.38 1.6% 85.92
High 85.87 87.70 1.83 2.1% 87.09
Low 83.80 85.43 1.63 1.9% 83.60
Close 85.67 87.25 1.58 1.8% 87.04
Range 2.07 2.27 0.20 9.7% 3.49
ATR 1.83 1.86 0.03 1.7% 0.00
Volume 166,105 159,348 -6,757 -4.1% 648,948
Daily Pivots for day following 29-Apr-2010
Classic Woodie Camarilla DeMark
R4 93.60 92.70 88.50
R3 91.33 90.43 87.87
R2 89.06 89.06 87.67
R1 88.16 88.16 87.46 88.61
PP 86.79 86.79 86.79 87.02
S1 85.89 85.89 87.04 86.34
S2 84.52 84.52 86.83
S3 82.25 83.62 86.63
S4 79.98 81.35 86.00
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 96.38 95.20 88.96
R3 92.89 91.71 88.00
R2 89.40 89.40 87.68
R1 88.22 88.22 87.36 88.81
PP 85.91 85.91 85.91 86.21
S1 84.73 84.73 86.72 85.32
S2 82.42 82.42 86.40
S3 78.93 81.24 86.08
S4 75.44 77.75 85.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.70 83.80 3.90 4.5% 2.04 2.3% 88% True False 142,432
10 88.03 83.60 4.43 5.1% 1.99 2.3% 82% False False 133,129
20 88.42 83.60 4.82 5.5% 1.76 2.0% 76% False False 110,368
40 88.42 79.70 8.72 10.0% 1.71 2.0% 87% False False 67,701
60 88.42 71.64 16.78 19.2% 1.89 2.2% 93% False False 49,035
80 88.42 71.64 16.78 19.2% 1.85 2.1% 93% False False 38,524
100 88.42 71.64 16.78 19.2% 1.79 2.1% 93% False False 31,511
120 88.42 71.64 16.78 19.2% 1.76 2.0% 93% False False 26,756
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 97.35
2.618 93.64
1.618 91.37
1.000 89.97
0.618 89.10
HIGH 87.70
0.618 86.83
0.500 86.57
0.382 86.30
LOW 85.43
0.618 84.03
1.000 83.16
1.618 81.76
2.618 79.49
4.250 75.78
Fisher Pivots for day following 29-Apr-2010
Pivot 1 day 3 day
R1 87.02 86.75
PP 86.79 86.25
S1 86.57 85.75

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

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