NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 14-Apr-2010
Day Change Summary
Previous Current
13-Apr-2010 14-Apr-2010 Change Change % Previous Week
Open 88.17 89.43 1.26 1.4% 88.53
High 88.39 89.40 1.01 1.1% 89.31
Low 87.45 88.11 0.66 0.8% 87.38
Close 88.08 89.43 1.35 1.5% 88.48
Range 0.94 1.29 0.35 37.2% 1.93
ATR 1.28 1.29 0.00 0.2% 0.00
Volume 14,463 20,168 5,705 39.4% 39,962
Daily Pivots for day following 14-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.85 92.43 90.14
R3 91.56 91.14 89.78
R2 90.27 90.27 89.67
R1 89.85 89.85 89.55 90.08
PP 88.98 88.98 88.98 89.09
S1 88.56 88.56 89.31 88.79
S2 87.69 87.69 89.19
S3 86.40 87.27 89.08
S4 85.11 85.98 88.72
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 89.40 87.45 1.95 2.2% 1.11 1.2% 102% True False 13,061
10 89.40 84.27 5.13 5.7% 1.00 1.1% 101% True False 9,713
20 89.40 80.89 8.51 9.5% 1.12 1.3% 100% True False 6,987
40 89.40 79.48 9.92 11.1% 1.12 1.3% 100% True False 5,552
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.88
2.618 92.78
1.618 91.49
1.000 90.69
0.618 90.20
HIGH 89.40
0.618 88.91
0.500 88.76
0.382 88.60
LOW 88.11
0.618 87.31
1.000 86.82
1.618 86.02
2.618 84.73
4.250 82.63
Fisher Pivots for day following 14-Apr-2010
Pivot 1 day 3 day
R1 89.21 89.10
PP 88.98 88.76
S1 88.76 88.43

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

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