NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 05-Apr-2010
Day Change Summary
Previous Current
01-Apr-2010 05-Apr-2010 Change Change % Previous Week
Open 86.52 88.40 1.88 2.2% 82.24
High 86.67 88.52 1.85 2.1% 86.67
Low 84.75 86.71 1.96 2.3% 82.24
Close 86.52 88.40 1.88 2.2% 86.52
Range 1.92 1.81 -0.11 -5.7% 4.43
ATR 1.55 1.58 0.03 2.1% 0.00
Volume 6,785 12,899 6,114 90.1% 24,325
Daily Pivots for day following 05-Apr-2010
Classic Woodie Camarilla DeMark
R4 93.31 92.66 89.40
R3 91.50 90.85 88.90
R2 89.69 89.69 88.73
R1 89.04 89.04 88.57 89.31
PP 87.88 87.88 87.88 88.01
S1 87.23 87.23 88.23 87.50
S2 86.07 86.07 88.07
S3 84.26 85.42 87.90
S4 82.45 83.61 87.40
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 98.43 96.91 88.96
R3 94.00 92.48 87.74
R2 89.57 89.57 87.33
R1 88.05 88.05 86.93 88.81
PP 85.14 85.14 85.14 85.53
S1 83.62 83.62 86.11 84.38
S2 80.71 80.71 85.71
S3 76.28 79.19 85.30
S4 71.85 74.76 84.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.52 82.24 6.28 7.1% 1.53 1.7% 98% True False 7,444
10 88.52 80.82 7.70 8.7% 1.35 1.5% 98% True False 5,669
20 88.52 80.82 7.70 8.7% 1.23 1.4% 98% True False 5,226
40 88.52 74.19 14.33 16.2% 1.41 1.6% 99% True False 4,753
60 88.52 73.17 15.35 17.4% 1.30 1.5% 99% True False 4,084
Crabel Price Patterns
NR True
NR4 False
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.21
2.618 93.26
1.618 91.45
1.000 90.33
0.618 89.64
HIGH 88.52
0.618 87.83
0.500 87.62
0.382 87.40
LOW 86.71
0.618 85.59
1.000 84.90
1.618 83.78
2.618 81.97
4.250 79.02
Fisher Pivots for day following 05-Apr-2010
Pivot 1 day 3 day
R1 88.14 87.69
PP 87.88 86.97
S1 87.62 86.26

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

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