NYMEX Light Sweet Crude Oil Future November 2010

Trading Metrics calculated at close of trading on 27-Apr-2010

Day Change Summary
	Previous	Current
	26-Apr-2010	27-Apr-2010	Change	Change %	Previous Week
Open	89.92	88.97	-0.95	-1.1%	87.13
High	90.56	89.91	-0.65	-0.7%	90.07
Low	89.54	88.71	-0.83	-0.9%	86.26
Close	89.92	88.97	-0.95	-1.1%	90.07
Range	1.02	1.20	0.18	17.6%	3.81
ATR	1.38	1.37	-0.01	-0.9%	0.00
Volume	13,074	5,632	-7,442	-56.9%	45,966

Daily Pivots for day following 27-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.80	92.08	89.63
R3	91.60	90.88	89.30
R2	90.40	90.40	89.19
R1	89.68	89.68	89.08	89.57
PP	89.20	89.20	89.20	89.14
S1	88.48	88.48	88.86	88.37
S2	88.00	88.00	88.75
S3	86.80	87.28	88.64
S4	85.60	86.08	88.31

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	87.29	3.27	3.7%	1.39	1.6%	51%	False	False	9,722
10	90.56	86.26	4.30	4.8%	1.29	1.4%	63%	False	False	10,671
20	90.56	83.80	6.76	7.6%	1.10	1.2%	76%	False	False	9,555
40	90.56	80.89	9.67	10.9%	1.13	1.3%	84%	False	False	6,856

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	95.01
2.618	93.05
1.618	91.85
1.000	91.11
0.618	90.65
HIGH	89.91
0.618	89.45
0.500	89.31
0.382	89.17
LOW	88.71
0.618	87.97
1.000	87.51
1.618	86.77
2.618	85.57
4.250	83.61

Fisher Pivots for day following 27-Apr-2010
Pivot	1 day	3 day
R1	89.31	89.48
PP	89.20	89.31
S1	89.08	89.14

Download as Excel Spreadsheet

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

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