NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 04-May-2010

Day Change Summary
	Previous	Current
	03-May-2010	04-May-2010	Change	Change %	Previous Week
Open	91.85	92.81	0.96	1.0%	90.60
High	93.55	93.08	-0.47	-0.5%	91.78
Low	91.44	89.45	-1.99	-2.2%	88.26
Close	93.06	89.66	-3.40	-3.7%	91.67
Range	2.11	3.63	1.52	72.0%	3.52
ATR	1.64	1.78	0.14	8.7%	0.00
Volume	51,461	44,640	-6,821	-13.3%	266,779

Daily Pivots for day following 04-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	101.62	99.27	91.66
R3	97.99	95.64	90.66
R2	94.36	94.36	90.33
R1	92.01	92.01	89.99	91.37
PP	90.73	90.73	90.73	90.41
S1	88.38	88.38	89.33	87.74
S2	87.10	87.10	88.99
S3	83.47	84.75	88.66
S4	79.84	81.12	87.66

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	93.55	88.26	5.29	5.9%	2.13	2.4%	26%	False	False	55,965
10	93.55	87.75	5.80	6.5%	1.88	2.1%	33%	False	False	52,709
20	93.55	86.53	7.02	7.8%	1.65	1.8%	45%	False	False	56,440

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	0.38
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	108.51
2.618	102.58
1.618	98.95
1.000	96.71
0.618	95.32
HIGH	93.08
0.618	91.69
0.500	91.27
0.382	90.84
LOW	89.45
0.618	87.21
1.000	85.82
1.618	83.58
2.618	79.95
4.250	74.02

Fisher Pivots for day following 04-May-2010
Pivot	1 day	3 day
R1	91.27	91.50
PP	90.73	90.89
S1	90.20	90.27

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