NYMEX Light Sweet Crude Oil Future November 2010

Trading Metrics calculated at close of trading on 26-Apr-2010

Day Change Summary
	Previous	Current
	23-Apr-2010	26-Apr-2010	Change	Change %	Previous Week
Open	88.91	89.92	1.01	1.1%	87.13
High	90.07	90.56	0.49	0.5%	90.07
Low	88.40	89.54	1.14	1.3%	86.26
Close	90.07	89.92	-0.15	-0.2%	90.07
Range	1.67	1.02	-0.65	-38.9%	3.81
ATR	1.41	1.38	-0.03	-2.0%	0.00
Volume	9,656	13,074	3,418	35.4%	45,966

Daily Pivots for day following 26-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.07	92.51	90.48
R3	92.05	91.49	90.20
R2	91.03	91.03	90.11
R1	90.47	90.47	90.01	90.43
PP	90.01	90.01	90.01	89.99
S1	89.45	89.45	89.83	89.41
S2	88.99	88.99	89.73
S3	87.97	88.43	89.64
S4	86.95	87.41	89.36

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	90.56	87.22	3.34	3.7%	1.32	1.5%	81%	True	False	9,911
10	90.56	86.26	4.30	4.8%	1.26	1.4%	85%	True	False	11,554
20	90.56	82.39	8.17	9.1%	1.14	1.3%	92%	True	False	9,474
40	90.56	80.45	10.11	11.2%	1.15	1.3%	94%	True	False	6,840

Crabel Price Patterns
NR	True
NR4	True
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	0.30
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	94.90
2.618	93.23
1.618	92.21
1.000	91.58
0.618	91.19
HIGH	90.56
0.618	90.17
0.500	90.05
0.382	89.93
LOW	89.54
0.618	88.91
1.000	88.52
1.618	87.89
2.618	86.87
4.250	85.21

Fisher Pivots for day following 26-Apr-2010
Pivot	1 day	3 day
R1	90.05	89.59
PP	90.01	89.26
S1	89.96	88.93

Download as Excel Spreadsheet

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

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