NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 13-Apr-2010
Day Change Summary
Previous Current
12-Apr-2010 13-Apr-2010 Change Change % Previous Week
Open 88.32 87.78 -0.54 -0.6% 88.40
High 88.90 88.46 -0.44 -0.5% 89.09
Low 87.88 87.11 -0.77 -0.9% 86.71
Close 88.32 87.78 -0.54 -0.6% 88.20
Range 1.02 1.35 0.33 32.4% 2.38
ATR 1.44 1.43 -0.01 -0.4% 0.00
Volume 24,318 18,527 -5,791 -23.8% 58,402
Daily Pivots for day following 13-Apr-2010
Classic Woodie Camarilla DeMark
R4 91.83 91.16 88.52
R3 90.48 89.81 88.15
R2 89.13 89.13 88.03
R1 88.46 88.46 87.90 88.46
PP 87.78 87.78 87.78 87.78
S1 87.11 87.11 87.66 87.11
S2 86.43 86.43 87.53
S3 85.08 85.76 87.41
S4 83.73 84.41 87.04
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 87.11 1.98 2.3% 1.20 1.4% 34% False True 16,053
10 89.09 83.54 5.55 6.3% 1.23 1.4% 76% False False 12,147
20 89.09 80.82 8.27 9.4% 1.17 1.3% 84% False False 8,208
40 89.09 78.78 10.31 11.7% 1.30 1.5% 87% False False 6,262
60 89.09 73.17 15.92 18.1% 1.30 1.5% 92% False False 5,326
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.20
2.618 91.99
1.618 90.64
1.000 89.81
0.618 89.29
HIGH 88.46
0.618 87.94
0.500 87.79
0.382 87.63
LOW 87.11
0.618 86.28
1.000 85.76
1.618 84.93
2.618 83.58
4.250 81.37
Fisher Pivots for day following 13-Apr-2010
Pivot 1 day 3 day
R1 87.79 88.10
PP 87.78 87.99
S1 87.78 87.89

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

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