NYMEX Light Sweet Crude Oil Future November 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 88.63 88.17 -0.46 -0.5% 88.53
High 89.20 88.39 -0.81 -0.9% 89.31
Low 88.21 87.45 -0.76 -0.9% 87.38
Close 88.63 88.08 -0.55 -0.6% 88.48
Range 0.99 0.94 -0.05 -5.1% 1.93
ATR 1.29 1.28 -0.01 -0.6% 0.00
Volume 13,418 14,463 1,045 7.8% 39,962
Daily Pivots for day following 13-Apr-2010
Classic Woodie Camarilla DeMark
R4 90.79 90.38 88.60
R3 89.85 89.44 88.34
R2 88.91 88.91 88.25
R1 88.50 88.50 88.17 88.24
PP 87.97 87.97 87.97 87.84
S1 87.56 87.56 87.99 87.30
S2 87.03 87.03 87.91
S3 86.09 86.62 87.82
S4 85.15 85.68 87.56
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.18 93.26 89.54
R3 92.25 91.33 89.01
R2 90.32 90.32 88.83
R1 89.40 89.40 88.66 88.90
PP 88.39 88.39 88.39 88.14
S1 87.47 87.47 88.30 86.97
S2 86.46 86.46 88.13
S3 84.53 85.54 87.95
S4 82.60 83.61 87.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.31 87.45 1.86 2.1% 1.01 1.1% 34% False True 10,263
10 89.31 83.80 5.51 6.3% 0.92 1.0% 78% False False 8,440
20 89.31 80.89 8.42 9.6% 1.09 1.2% 85% False False 6,076
40 89.31 79.48 9.83 11.2% 1.09 1.2% 87% False False 5,106
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 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.39
2.618 90.85
1.618 89.91
1.000 89.33
0.618 88.97
HIGH 88.39
0.618 88.03
0.500 87.92
0.382 87.81
LOW 87.45
0.618 86.87
1.000 86.51
1.618 85.93
2.618 84.99
4.250 83.46
Fisher Pivots for day following 13-Apr-2010
Pivot 1 day 3 day
R1 88.03 88.38
PP 87.97 88.28
S1 87.92 88.18

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

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