NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 23-Apr-2010
Day Change Summary
Previous Current
22-Apr-2010 23-Apr-2010 Change Change % Previous Week
Open 87.91 87.95 0.04 0.0% 87.60
High 88.56 89.61 1.05 1.2% 89.61
Low 86.66 87.82 1.16 1.3% 85.81
Close 88.21 89.62 1.41 1.6% 89.62
Range 1.90 1.79 -0.11 -5.8% 3.80
ATR 1.51 1.53 0.02 1.3% 0.00
Volume 15,520 15,809 289 1.9% 67,394
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.39 93.79 90.60
R3 92.60 92.00 90.11
R2 90.81 90.81 89.95
R1 90.21 90.21 89.78 90.51
PP 89.02 89.02 89.02 89.17
S1 88.42 88.42 89.46 88.72
S2 87.23 87.23 89.29
S3 85.44 86.63 89.13
S4 83.65 84.84 88.64
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 99.75 98.48 91.71
R3 95.95 94.68 90.67
R2 92.15 92.15 90.32
R1 90.88 90.88 89.97 91.52
PP 88.35 88.35 88.35 88.66
S1 87.08 87.08 89.27 87.72
S2 84.55 84.55 88.92
S3 80.75 83.28 88.58
S4 76.95 79.48 87.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.61 85.81 3.80 4.2% 1.54 1.7% 100% True False 13,478
10 90.00 85.81 4.19 4.7% 1.43 1.6% 91% False False 16,983
20 90.00 81.52 8.48 9.5% 1.33 1.5% 96% False False 12,822
40 90.00 80.10 9.90 11.0% 1.29 1.4% 96% False False 8,741
60 90.00 73.17 16.83 18.8% 1.35 1.5% 98% False False 7,128
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.22
2.618 94.30
1.618 92.51
1.000 91.40
0.618 90.72
HIGH 89.61
0.618 88.93
0.500 88.72
0.382 88.50
LOW 87.82
0.618 86.71
1.000 86.03
1.618 84.92
2.618 83.13
4.250 80.21
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 89.32 89.13
PP 89.02 88.63
S1 88.72 88.14

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

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