NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 19-Apr-2010

Day Change Summary
	Previous	Current
	16-Apr-2010	19-Apr-2010	Change	Change %	Previous Week
Open	90.47	88.75	-1.72	-1.9%	88.80
High	90.50	88.76	-1.74	-1.9%	90.61
Low	88.32	86.53	-1.79	-2.0%	87.68
Close	89.04	87.51	-1.53	-1.7%	89.04
Range	2.18	2.23	0.05	2.3%	2.93
ATR	1.56	1.63	0.07	4.4%	0.00
Volume	48,568	65,744	17,176	35.4%	340,417

Daily Pivots for day following 19-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.29	93.13	88.74
R3	92.06	90.90	88.12
R2	89.83	89.83	87.92
R1	88.67	88.67	87.71	88.14
PP	87.60	87.60	87.60	87.33
S1	86.44	86.44	87.31	85.91
S2	85.37	85.37	87.10
S3	83.14	84.21	86.90
S4	80.91	81.98	86.28

Weekly Pivots for week ending 16-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	97.90	96.40	90.65
R3	94.97	93.47	89.85
R2	92.04	92.04	89.58
R1	90.54	90.54	89.31	91.29
PP	89.11	89.11	89.11	89.49
S1	87.61	87.61	88.77	88.36
S2	86.18	86.18	88.50
S3	83.25	84.68	88.23
S4	80.32	81.75	87.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.61	86.53	4.08	4.7%	1.64	1.9%	24%	False	True	67,791
10	90.61	86.53	4.08	4.7%	1.43	1.6%	24%	False	True	60,142
20	90.61	81.13	9.48	10.8%	1.53	1.8%	67%	False	False	46,006

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	98.24
2.618	94.60
1.618	92.37
1.000	90.99
0.618	90.14
HIGH	88.76
0.618	87.91
0.500	87.65
0.382	87.38
LOW	86.53
0.618	85.15
1.000	84.30
1.618	82.92
2.618	80.69
4.250	77.05

Fisher Pivots for day following 19-Apr-2010
Pivot	1 day	3 day
R1	87.65	88.57
PP	87.60	88.22
S1	87.56	87.86

Download as Excel Spreadsheet

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

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