NYMEX Light Sweet Crude Oil Future December 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	88.74	89.64	0.90	1.0%	88.75
High	89.96	91.20	1.24	1.4%	90.50
Low	88.26	89.31	1.05	1.2%	86.53
Close	89.76	90.63	0.87	1.0%	90.49
Range	1.70	1.89	0.19	11.2%	3.97
ATR	1.61	1.63	0.02	1.3%	0.00
Volume	57,202	56,736	-466	-0.8%	266,789

Daily Pivots for day following 29-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	96.05	95.23	91.67
R3	94.16	93.34	91.15
R2	92.27	92.27	90.98
R1	91.45	91.45	90.80	91.86
PP	90.38	90.38	90.38	90.59
S1	89.56	89.56	90.46	89.97
S2	88.49	88.49	90.28
S3	86.60	87.67	90.11
S4	84.71	85.78	89.59

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	91.20	88.26	2.94	3.2%	1.66	1.8%	81%	True	False	50,597
10	91.20	86.53	4.67	5.2%	1.72	1.9%	88%	True	False	51,234
20	91.20	85.02	6.18	6.8%	1.55	1.7%	91%	True	False	54,086

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	99.23
2.618	96.15
1.618	94.26
1.000	93.09
0.618	92.37
HIGH	91.20
0.618	90.48
0.500	90.26
0.382	90.03
LOW	89.31
0.618	88.14
1.000	87.42
1.618	86.25
2.618	84.36
4.250	81.28

Fisher Pivots for day following 29-Apr-2010
Pivot	1 day	3 day
R1	90.51	90.33
PP	90.38	90.03
S1	90.26	89.73

Download as Excel Spreadsheet

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

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