NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 30-Apr-2010

Day Change Summary
	Previous	Current
	29-Apr-2010	30-Apr-2010	Change	Change %	Previous Week
Open	89.64	90.55	0.91	1.0%	90.60
High	91.20	91.78	0.58	0.6%	91.78
Low	89.31	90.45	1.14	1.3%	88.26
Close	90.63	91.67	1.04	1.1%	91.67
Range	1.89	1.33	-0.56	-29.6%	3.52
ATR	1.63	1.60	-0.02	-1.3%	0.00
Volume	56,736	69,787	13,051	23.0%	266,779

Daily Pivots for day following 30-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	95.29	94.81	92.40
R3	93.96	93.48	92.04
R2	92.63	92.63	91.91
R1	92.15	92.15	91.79	92.39
PP	91.30	91.30	91.30	91.42
S1	90.82	90.82	91.55	91.06
S2	89.97	89.97	91.43
S3	88.64	89.49	91.30
S4	87.31	88.16	90.94

Weekly Pivots for week ending 30-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	101.13	99.92	93.61
R3	97.61	96.40	92.64
R2	94.09	94.09	92.32
R1	92.88	92.88	91.99	93.49
PP	90.57	90.57	90.57	90.87
S1	89.36	89.36	91.35	89.97
S2	87.05	87.05	91.02
S3	83.53	85.84	90.70
S4	80.01	82.32	89.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.78	88.26	3.52	3.8%	1.57	1.7%	97%	True	False	53,355
10	91.78	86.53	5.25	5.7%	1.64	1.8%	98%	True	False	53,356
20	91.78	86.53	5.25	5.7%	1.51	1.7%	98%	True	False	55,127

Crabel Price Patterns
NR	True
NR4	True
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	0.32
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	97.43
2.618	95.26
1.618	93.93
1.000	93.11
0.618	92.60
HIGH	91.78
0.618	91.27
0.500	91.12
0.382	90.96
LOW	90.45
0.618	89.63
1.000	89.12
1.618	88.30
2.618	86.97
4.250	84.80

Fisher Pivots for day following 30-Apr-2010
Pivot	1 day	3 day
R1	91.49	91.12
PP	91.30	90.57
S1	91.12	90.02

Download as Excel Spreadsheet

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

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