NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 28-Apr-2010
Day Change Summary
Previous Current
27-Apr-2010 28-Apr-2010 Change Change % Previous Week
Open 88.97 89.33 0.36 0.4% 87.13
High 89.91 89.40 -0.51 -0.6% 90.07
Low 88.71 87.94 -0.77 -0.9% 86.26
Close 88.97 89.33 0.36 0.4% 90.07
Range 1.20 1.46 0.26 21.7% 3.81
ATR 1.37 1.38 0.01 0.5% 0.00
Volume 5,632 11,518 5,886 104.5% 45,966
Daily Pivots for day following 28-Apr-2010
Classic Woodie Camarilla DeMark
R4 93.27 92.76 90.13
R3 91.81 91.30 89.73
R2 90.35 90.35 89.60
R1 89.84 89.84 89.46 90.06
PP 88.89 88.89 88.89 89.00
S1 88.38 88.38 89.20 88.60
S2 87.43 87.43 89.06
S3 85.97 86.92 88.93
S4 84.51 85.46 88.53
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% 1.43 1.6% 62% False False 10,367
10 90.56 86.26 4.30 4.8% 1.31 1.5% 71% False False 9,806
20 90.56 84.27 6.29 7.0% 1.15 1.3% 80% False False 9,759
40 90.56 80.89 9.67 10.8% 1.13 1.3% 87% False False 7,073
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 0.32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.61
2.618 93.22
1.618 91.76
1.000 90.86
0.618 90.30
HIGH 89.40
0.618 88.84
0.500 88.67
0.382 88.50
LOW 87.94
0.618 87.04
1.000 86.48
1.618 85.58
2.618 84.12
4.250 81.74
Fisher Pivots for day following 28-Apr-2010
Pivot 1 day 3 day
R1 89.11 89.30
PP 88.89 89.28
S1 88.67 89.25

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

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