NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 28-Apr-2010

Day Change Summary
	Previous	Current
	27-Apr-2010	28-Apr-2010	Change	Change %	Previous Week
Open	89.27	87.76	-1.51	-1.7%	87.60
High	89.53	88.95	-0.58	-0.6%	89.61
Low	87.98	87.43	-0.55	-0.6%	85.81
Close	88.43	88.82	0.39	0.4%	89.62
Range	1.55	1.52	-0.03	-1.9%	3.80
ATR	1.50	1.50	0.00	0.1%	0.00
Volume	7,626	16,196	8,570	112.4%	67,394

Daily Pivots for day following 28-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.96	92.41	89.66
R3	91.44	90.89	89.24
R2	89.92	89.92	89.10
R1	89.37	89.37	88.96	89.65
PP	88.40	88.40	88.40	88.54
S1	87.85	87.85	88.68	88.13
S2	86.88	86.88	88.54
S3	85.36	86.33	88.40
S4	83.84	84.81	87.98

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	90.11	86.66	3.45	3.9%	1.57	1.8%	63%	False	False	14,650
10	90.11	85.81	4.30	4.8%	1.48	1.7%	70%	False	False	14,354
20	90.11	84.00	6.11	6.9%	1.39	1.6%	79%	False	False	14,064
40	90.11	80.82	9.29	10.5%	1.25	1.4%	86%	False	False	9,427
60	90.11	73.17	16.94	19.1%	1.37	1.5%	92%	False	False	7,636
80	90.11	73.17	16.94	19.1%	1.30	1.5%	92%	False	False	6,400

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	True
Bull Hook	False
Stretch	0.34
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	95.41
2.618	92.93
1.618	91.41
1.000	90.47
0.618	89.89
HIGH	88.95
0.618	88.37
0.500	88.19
0.382	88.01
LOW	87.43
0.618	86.49
1.000	85.91
1.618	84.97
2.618	83.45
4.250	80.97

Fisher Pivots for day following 28-Apr-2010
Pivot	1 day	3 day
R1	88.61	88.80
PP	88.40	88.79
S1	88.19	88.77

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols