NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 29-Apr-2010
Day Change Summary
Previous Current
28-Apr-2010 29-Apr-2010 Change Change % Previous Week
Open 89.33 90.26 0.93 1.0% 87.13
High 89.40 90.80 1.40 1.6% 90.07
Low 87.94 89.96 2.02 2.3% 86.26
Close 89.33 90.26 0.93 1.0% 90.07
Range 1.46 0.84 -0.62 -42.5% 3.81
ATR 1.38 1.38 0.01 0.5% 0.00
Volume 11,518 10,913 -605 -5.3% 45,966
Daily Pivots for day following 29-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.86 92.40 90.72
R3 92.02 91.56 90.49
R2 91.18 91.18 90.41
R1 90.72 90.72 90.34 90.68
PP 90.34 90.34 90.34 90.32
S1 89.88 89.88 90.18 89.84
S2 89.50 89.50 90.11
S3 88.66 89.04 90.03
S4 87.82 88.20 89.80
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 90.80 87.94 2.86 3.2% 1.24 1.4% 81% True False 10,158
10 90.80 86.26 4.54 5.0% 1.31 1.4% 88% True False 9,620
20 90.80 85.86 4.94 5.5% 1.14 1.3% 89% True False 10,139
40 90.80 80.89 9.91 11.0% 1.14 1.3% 95% True False 7,225
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.34
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 94.37
2.618 93.00
1.618 92.16
1.000 91.64
0.618 91.32
HIGH 90.80
0.618 90.48
0.500 90.38
0.382 90.28
LOW 89.96
0.618 89.44
1.000 89.12
1.618 88.60
2.618 87.76
4.250 86.39
Fisher Pivots for day following 29-Apr-2010
Pivot 1 day 3 day
R1 90.38 89.96
PP 90.34 89.67
S1 90.30 89.37

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

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