NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 16-Apr-2010
Day Change Summary
Previous Current
15-Apr-2010 16-Apr-2010 Change Change % Previous Week
Open 89.86 88.27 -1.59 -1.8% 88.32
High 90.00 89.62 -0.38 -0.4% 90.00
Low 89.19 87.52 -1.67 -1.9% 87.11
Close 89.86 88.27 -1.59 -1.8% 88.27
Range 0.81 2.10 1.29 159.3% 2.89
ATR 1.38 1.45 0.07 4.9% 0.00
Volume 21,900 12,328 -9,572 -43.7% 102,436
Daily Pivots for day following 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.77 93.62 89.43
R3 92.67 91.52 88.85
R2 90.57 90.57 88.66
R1 89.42 89.42 88.46 89.32
PP 88.47 88.47 88.47 88.42
S1 87.32 87.32 88.08 87.22
S2 86.37 86.37 87.89
S3 84.27 85.22 87.69
S4 82.17 83.12 87.12
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 97.13 95.59 89.86
R3 94.24 92.70 89.06
R2 91.35 91.35 88.80
R1 89.81 89.81 88.53 89.14
PP 88.46 88.46 88.46 88.12
S1 86.92 86.92 88.01 86.25
S2 85.57 85.57 87.74
S3 82.68 84.03 87.48
S4 79.79 81.14 86.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.00 87.11 2.89 3.3% 1.31 1.5% 40% False False 20,487
10 90.00 86.71 3.29 3.7% 1.27 1.4% 47% False False 16,083
20 90.00 80.82 9.18 10.4% 1.27 1.4% 81% False False 10,400
40 90.00 79.20 10.80 12.2% 1.30 1.5% 84% False False 7,522
60 90.00 73.17 16.83 19.1% 1.29 1.5% 90% False False 6,219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 98.55
2.618 95.12
1.618 93.02
1.000 91.72
0.618 90.92
HIGH 89.62
0.618 88.82
0.500 88.57
0.382 88.32
LOW 87.52
0.618 86.22
1.000 85.42
1.618 84.12
2.618 82.02
4.250 78.60
Fisher Pivots for day following 16-Apr-2010
Pivot 1 day 3 day
R1 88.57 88.76
PP 88.47 88.60
S1 88.37 88.43

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

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