NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 23-Apr-2010

Day Change Summary
	Previous	Current
	22-Apr-2010	23-Apr-2010	Change	Change %	Previous Week
Open	89.03	88.90	-0.13	-0.1%	88.75
High	89.67	90.50	0.83	0.9%	90.50
Low	87.75	88.71	0.96	1.1%	86.53
Close	89.19	90.49	1.30	1.5%	90.49
Range	1.92	1.79	-0.13	-6.8%	3.97
ATR	1.61	1.62	0.01	0.8%	0.00
Volume	59,414	55,996	-3,418	-5.8%	266,789

Daily Pivots for day following 23-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	95.27	94.67	91.47
R3	93.48	92.88	90.98
R2	91.69	91.69	90.82
R1	91.09	91.09	90.65	91.39
PP	89.90	89.90	89.90	90.05
S1	89.30	89.30	90.33	89.60
S2	88.11	88.11	90.16
S3	86.32	87.51	90.00
S4	84.53	85.72	89.51

Weekly Pivots for week ending 23-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	101.08	99.76	92.67
R3	97.11	95.79	91.58
R2	93.14	93.14	91.22
R1	91.82	91.82	90.85	92.48
PP	89.17	89.17	89.17	89.51
S1	87.85	87.85	90.13	88.51
S2	85.20	85.20	89.76
S3	81.23	83.88	89.40
S4	77.26	79.91	88.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.50	86.53	3.97	4.4%	1.71	1.9%	100%	True	False	53,357
10	90.61	86.53	4.08	4.5%	1.55	1.7%	97%	False	False	60,720
20	90.61	81.80	8.81	9.7%	1.53	1.7%	99%	False	False	50,738

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.21
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.11
2.618	95.19
1.618	93.40
1.000	92.29
0.618	91.61
HIGH	90.50
0.618	89.82
0.500	89.61
0.382	89.39
LOW	88.71
0.618	87.60
1.000	86.92
1.618	85.81
2.618	84.02
4.250	81.10

Fisher Pivots for day following 23-Apr-2010
Pivot	1 day	3 day
R1	90.20	90.04
PP	89.90	89.58
S1	89.61	89.13

Download as Excel Spreadsheet

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

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