NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 87.95 87.84 -0.11 -0.1% 86.74
High 88.80 88.15 -0.65 -0.7% 88.34
Low 87.57 86.22 -1.35 -1.5% 84.56
Close 87.95 86.77 -1.18 -1.3% 88.30
Range 1.23 1.93 0.70 56.9% 3.78
ATR 1.66 1.68 0.02 1.1% 0.00
Volume 50,798 62,507 11,709 23.1% 254,155
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.84 91.73 87.83
R3 90.91 89.80 87.30
R2 88.98 88.98 87.12
R1 87.87 87.87 86.95 87.46
PP 87.05 87.05 87.05 86.84
S1 85.94 85.94 86.59 85.53
S2 85.12 85.12 86.42
S3 83.19 84.01 86.24
S4 81.26 82.08 85.71
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 4.2% 1.75 2.0% 44% False False 59,015
10 89.12 84.56 4.56 5.3% 1.72 2.0% 48% False False 53,755
20 89.12 82.90 6.22 7.2% 1.54 1.8% 62% False False 41,369
40 89.12 80.09 9.03 10.4% 1.58 1.8% 74% False False 26,011
60 89.12 72.04 17.08 19.7% 1.75 2.0% 86% False False 19,584
80 89.12 72.04 17.08 19.7% 1.59 1.8% 86% False False 15,575
100 89.12 72.04 17.08 19.7% 1.47 1.7% 86% False False 12,864
120 89.12 72.04 17.08 19.7% 1.34 1.5% 86% False False 11,104
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 False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.35
2.618 93.20
1.618 91.27
1.000 90.08
0.618 89.34
HIGH 88.15
0.618 87.41
0.500 87.19
0.382 86.96
LOW 86.22
0.618 85.03
1.000 84.29
1.618 83.10
2.618 81.17
4.250 78.02
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 87.19 87.51
PP 87.05 87.26
S1 86.91 87.02

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

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