NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 20-Apr-2010

Day Change Summary
	Previous	Current
	19-Apr-2010	20-Apr-2010	Change	Change %	Previous Week
Open	88.75	87.51	-1.24	-1.4%	88.80
High	88.76	88.55	-0.21	-0.2%	90.61
Low	86.53	87.51	0.98	1.1%	87.68
Close	87.51	88.07	0.56	0.6%	89.04
Range	2.23	1.04	-1.19	-53.4%	2.93
ATR	1.63	1.58	-0.04	-2.6%	0.00
Volume	65,744	36,832	-28,912	-44.0%	340,417

Daily Pivots for day following 20-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.16	90.66	88.64
R3	90.12	89.62	88.36
R2	89.08	89.08	88.26
R1	88.58	88.58	88.17	88.83
PP	88.04	88.04	88.04	88.17
S1	87.54	87.54	87.97	87.79
S2	87.00	87.00	87.88
S3	85.96	86.50	87.78
S4	84.92	85.46	87.50

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	4.6%	1.58	1.8%	38%	False	False	61,970
10	90.61	86.53	4.08	4.6%	1.42	1.6%	38%	False	False	60,171
20	90.61	81.80	8.81	10.0%	1.45	1.6%	71%	False	False	46,607

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	92.97
2.618	91.27
1.618	90.23
1.000	89.59
0.618	89.19
HIGH	88.55
0.618	88.15
0.500	88.03
0.382	87.91
LOW	87.51
0.618	86.87
1.000	86.47
1.618	85.83
2.618	84.79
4.250	83.09

Fisher Pivots for day following 20-Apr-2010
Pivot	1 day	3 day
R1	88.06	88.52
PP	88.04	88.37
S1	88.03	88.22

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols