NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 88.71 88.80 0.09 0.1% 87.25
High 89.67 89.48 -0.19 -0.2% 89.67
Low 88.00 88.48 0.48 0.5% 86.99
Close 88.71 88.89 0.18 0.2% 88.71
Range 1.67 1.00 -0.67 -40.1% 2.68
ATR 1.62 1.57 -0.04 -2.7% 0.00
Volume 54,110 67,202 13,092 24.2% 228,571
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 91.95 91.42 89.44
R3 90.95 90.42 89.17
R2 89.95 89.95 89.07
R1 89.42 89.42 88.98 89.69
PP 88.95 88.95 88.95 89.08
S1 88.42 88.42 88.80 88.69
S2 87.95 87.95 88.71
S3 86.95 87.42 88.62
S4 85.95 86.42 88.34
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 96.50 95.28 90.18
R3 93.82 92.60 89.45
R2 91.14 91.14 89.20
R1 89.92 89.92 88.96 90.53
PP 88.46 88.46 88.46 88.76
S1 87.24 87.24 88.46 87.85
S2 85.78 85.78 88.22
S3 83.10 84.56 87.97
S4 80.42 81.88 87.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.67 87.58 2.09 2.4% 1.21 1.4% 63% False False 52,493
10 89.67 82.50 7.17 8.1% 1.43 1.6% 89% False False 43,245
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 93.73
2.618 92.10
1.618 91.10
1.000 90.48
0.618 90.10
HIGH 89.48
0.618 89.10
0.500 88.98
0.382 88.86
LOW 88.48
0.618 87.86
1.000 87.48
1.618 86.86
2.618 85.86
4.250 84.23
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 88.98 88.80
PP 88.95 88.71
S1 88.92 88.63

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

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