NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 29-Apr-2010
Day Change Summary
Previous Current
28-Apr-2010 29-Apr-2010 Change Change % Previous Week
Open 87.76 88.97 1.21 1.4% 87.60
High 88.95 90.36 1.41 1.6% 89.61
Low 87.43 88.79 1.36 1.6% 85.81
Close 88.82 89.82 1.00 1.1% 89.62
Range 1.52 1.57 0.05 3.3% 3.80
ATR 1.50 1.51 0.00 0.3% 0.00
Volume 16,196 15,666 -530 -3.3% 67,394
Daily Pivots for day following 29-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.37 93.66 90.68
R3 92.80 92.09 90.25
R2 91.23 91.23 90.11
R1 90.52 90.52 89.96 90.88
PP 89.66 89.66 89.66 89.83
S1 88.95 88.95 89.68 89.31
S2 88.09 88.09 89.53
S3 86.52 87.38 89.39
S4 84.95 85.81 88.96
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 90.36 87.43 2.93 3.3% 1.50 1.7% 82% True False 14,679
10 90.36 85.81 4.55 5.1% 1.55 1.7% 88% True False 13,730
20 90.36 84.75 5.61 6.2% 1.40 1.6% 90% True False 14,630
40 90.36 80.82 9.54 10.6% 1.27 1.4% 94% True False 9,714
60 90.36 73.17 17.19 19.1% 1.39 1.6% 97% True False 7,834
80 90.36 73.17 17.19 19.1% 1.31 1.5% 97% True False 6,555
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.03
2.618 94.47
1.618 92.90
1.000 91.93
0.618 91.33
HIGH 90.36
0.618 89.76
0.500 89.58
0.382 89.39
LOW 88.79
0.618 87.82
1.000 87.22
1.618 86.25
2.618 84.68
4.250 82.12
Fisher Pivots for day following 29-Apr-2010
Pivot 1 day 3 day
R1 89.74 89.51
PP 89.66 89.20
S1 89.58 88.90

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

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