NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 89.02 88.32 -0.70 -0.8% 88.40
High 89.09 88.90 -0.19 -0.2% 89.09
Low 87.52 87.88 0.36 0.4% 86.71
Close 88.20 88.32 0.12 0.1% 88.20
Range 1.57 1.02 -0.55 -35.0% 2.38
ATR 1.47 1.44 -0.03 -2.2% 0.00
Volume 12,813 24,318 11,505 89.8% 58,402
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 91.43 90.89 88.88
R3 90.41 89.87 88.60
R2 89.39 89.39 88.51
R1 88.85 88.85 88.41 88.83
PP 88.37 88.37 88.37 88.36
S1 87.83 87.83 88.23 87.81
S2 87.35 87.35 88.13
S3 86.33 86.81 88.04
S4 85.31 85.79 87.76
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 95.14 94.05 89.51
R3 92.76 91.67 88.85
R2 90.38 90.38 88.64
R1 89.29 89.29 88.42 88.65
PP 88.00 88.00 88.00 87.68
S1 86.91 86.91 87.98 86.27
S2 85.62 85.62 87.76
S3 83.24 84.53 87.55
S4 80.86 82.15 86.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.09 87.17 1.92 2.2% 1.08 1.2% 60% False False 13,964
10 89.09 82.24 6.85 7.8% 1.30 1.5% 89% False False 10,704
20 89.09 80.82 8.27 9.4% 1.17 1.3% 91% False False 7,513
40 89.09 75.97 13.12 14.9% 1.33 1.5% 94% False False 5,870
60 89.09 73.17 15.92 18.0% 1.29 1.5% 95% False False 5,058
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.24
2.618 91.57
1.618 90.55
1.000 89.92
0.618 89.53
HIGH 88.90
0.618 88.51
0.500 88.39
0.382 88.27
LOW 87.88
0.618 87.25
1.000 86.86
1.618 86.23
2.618 85.21
4.250 83.55
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 88.39 88.26
PP 88.37 88.19
S1 88.34 88.13

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

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