NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 86.63 87.95 1.32 1.5% 86.74
High 88.34 88.80 0.46 0.5% 88.34
Low 86.31 87.57 1.26 1.5% 84.56
Close 88.30 87.95 -0.35 -0.4% 88.30
Range 2.03 1.23 -0.80 -39.4% 3.78
ATR 1.70 1.66 -0.03 -2.0% 0.00
Volume 61,027 50,798 -10,229 -16.8% 254,155
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 91.80 91.10 88.63
R3 90.57 89.87 88.29
R2 89.34 89.34 88.18
R1 88.64 88.64 88.06 88.57
PP 88.11 88.11 88.11 88.07
S1 87.41 87.41 87.84 87.34
S2 86.88 86.88 87.72
S3 85.65 86.18 87.61
S4 84.42 84.95 87.27
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 98.41 97.13 90.38
R3 94.63 93.35 89.34
R2 90.85 90.85 88.99
R1 89.57 89.57 88.65 90.21
PP 87.07 87.07 87.07 87.39
S1 85.79 85.79 87.95 86.43
S2 83.29 83.29 87.61
S3 79.51 82.01 87.26
S4 75.73 78.23 86.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.80 85.18 3.62 4.1% 1.58 1.8% 77% True False 52,206
10 89.12 84.56 4.56 5.2% 1.65 1.9% 74% False False 52,396
20 89.12 81.72 7.40 8.4% 1.56 1.8% 84% False False 38,724
40 89.12 79.56 9.56 10.9% 1.58 1.8% 88% False False 24,679
60 89.12 72.04 17.08 19.4% 1.75 2.0% 93% False False 18,636
80 89.12 72.04 17.08 19.4% 1.58 1.8% 93% False False 14,801
100 89.12 72.04 17.08 19.4% 1.46 1.7% 93% False False 12,275
120 89.12 72.04 17.08 19.4% 1.34 1.5% 93% False False 10,603
Crabel Price Patterns
NR True
NR4 True
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 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.03
2.618 92.02
1.618 90.79
1.000 90.03
0.618 89.56
HIGH 88.80
0.618 88.33
0.500 88.19
0.382 88.04
LOW 87.57
0.618 86.81
1.000 86.34
1.618 85.58
2.618 84.35
4.250 82.34
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 88.19 87.63
PP 88.11 87.31
S1 88.03 86.99

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

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