NYMEX Light Sweet Crude Oil Future November 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 88.66 88.91 0.25 0.3% 87.13
High 89.10 90.07 0.97 1.1% 90.07
Low 87.29 88.40 1.11 1.3% 86.26
Close 88.71 90.07 1.36 1.5% 90.07
Range 1.81 1.67 -0.14 -7.7% 3.81
ATR 1.39 1.41 0.02 1.4% 0.00
Volume 11,955 9,656 -2,299 -19.2% 45,966
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.52 93.97 90.99
R3 92.85 92.30 90.53
R2 91.18 91.18 90.38
R1 90.63 90.63 90.22 90.91
PP 89.51 89.51 89.51 89.65
S1 88.96 88.96 89.92 89.24
S2 87.84 87.84 89.76
S3 86.17 87.29 89.61
S4 84.50 85.62 89.15
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 100.23 98.96 92.17
R3 96.42 95.15 91.12
R2 92.61 92.61 90.77
R1 91.34 91.34 90.42 91.98
PP 88.80 88.80 88.80 89.12
S1 87.53 87.53 89.72 88.17
S2 84.99 84.99 89.37
S3 81.18 83.72 89.02
S4 77.37 79.91 87.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.07 86.26 3.81 4.2% 1.32 1.5% 100% True False 9,193
10 90.25 86.26 3.99 4.4% 1.26 1.4% 95% False False 11,588
20 90.25 81.95 8.30 9.2% 1.14 1.3% 98% False False 9,060
40 90.25 80.45 9.80 10.9% 1.16 1.3% 98% False False 6,597
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.17
2.618 94.44
1.618 92.77
1.000 91.74
0.618 91.10
HIGH 90.07
0.618 89.43
0.500 89.24
0.382 89.04
LOW 88.40
0.618 87.37
1.000 86.73
1.618 85.70
2.618 84.03
4.250 81.30
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 89.79 89.61
PP 89.51 89.14
S1 89.24 88.68

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

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