NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 14-Apr-2010
Day Change Summary
Previous Current
13-Apr-2010 14-Apr-2010 Change Change % Previous Week
Open 87.13 86.92 -0.21 -0.2% 87.98
High 87.22 88.51 1.29 1.5% 88.55
Low 85.95 86.87 0.92 1.1% 86.34
Close 86.87 88.33 1.46 1.7% 87.25
Range 1.27 1.64 0.37 29.1% 2.21
ATR 1.59 1.60 0.00 0.2% 0.00
Volume 48,917 72,585 23,668 48.4% 136,469
Daily Pivots for day following 14-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.82 92.22 89.23
R3 91.18 90.58 88.78
R2 89.54 89.54 88.63
R1 88.94 88.94 88.48 89.24
PP 87.90 87.90 87.90 88.06
S1 87.30 87.30 88.18 87.60
S2 86.26 86.26 88.03
S3 84.62 85.66 87.88
S4 82.98 84.02 87.43
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.01 92.84 88.47
R3 91.80 90.63 87.86
R2 89.59 89.59 87.66
R1 88.42 88.42 87.45 87.90
PP 87.38 87.38 87.38 87.12
S1 86.21 86.21 87.05 85.69
S2 85.17 85.17 86.84
S3 82.96 84.00 86.64
S4 80.75 81.79 86.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.51 85.95 2.56 2.9% 1.44 1.6% 93% True False 51,281
10 88.55 83.33 5.22 5.9% 1.44 1.6% 96% False False 34,669
20 88.55 80.12 8.43 9.5% 1.48 1.7% 97% False False 23,559
40 88.55 78.62 9.93 11.2% 1.58 1.8% 98% False False 15,960
60 88.55 72.04 16.51 18.7% 1.68 1.9% 99% False False 12,563
80 88.55 72.04 16.51 18.7% 1.50 1.7% 99% False False 9,912
100 88.55 72.04 16.51 18.7% 1.38 1.6% 99% False False 8,415
120 88.55 72.04 16.51 18.7% 1.30 1.5% 99% False False 7,364
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.48
2.618 92.80
1.618 91.16
1.000 90.15
0.618 89.52
HIGH 88.51
0.618 87.88
0.500 87.69
0.382 87.50
LOW 86.87
0.618 85.86
1.000 85.23
1.618 84.22
2.618 82.58
4.250 79.90
Fisher Pivots for day following 14-Apr-2010
Pivot 1 day 3 day
R1 88.12 87.96
PP 87.90 87.60
S1 87.69 87.23

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

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