NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 08-Jan-2010
Day Change Summary
Previous Current
07-Jan-2010 08-Jan-2010 Change Change % Previous Week
Open 83.20 82.65 -0.55 -0.7% 79.63
High 83.36 83.47 0.11 0.1% 83.52
Low 82.26 81.80 -0.46 -0.6% 79.63
Close 82.66 82.75 0.09 0.1% 82.75
Range 1.10 1.67 0.57 51.8% 3.89
ATR 1.94 1.92 -0.02 -1.0% 0.00
Volume 370,059 246,632 -123,427 -33.4% 1,259,492
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 87.68 86.89 83.67
R3 86.01 85.22 83.21
R2 84.34 84.34 83.06
R1 83.55 83.55 82.90 83.95
PP 82.67 82.67 82.67 82.87
S1 81.88 81.88 82.60 82.28
S2 81.00 81.00 82.44
S3 79.33 80.21 82.29
S4 77.66 78.54 81.83
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 93.64 92.08 84.89
R3 89.75 88.19 83.82
R2 85.86 85.86 83.46
R1 84.30 84.30 83.11 85.08
PP 81.97 81.97 81.97 82.36
S1 80.41 80.41 82.39 81.19
S2 78.08 78.08 82.04
S3 74.19 76.52 81.68
S4 70.30 72.63 80.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.52 79.63 3.89 4.7% 1.73 2.1% 80% False False 251,898
10 83.52 76.19 7.33 8.9% 1.56 1.9% 89% False False 196,962
20 83.52 70.83 12.69 15.3% 1.78 2.2% 94% False False 204,602
40 83.52 70.83 12.69 15.3% 2.12 2.6% 94% False False 145,876
60 83.52 70.83 12.69 15.3% 2.21 2.7% 94% False False 105,703
80 83.52 66.82 16.70 20.2% 2.17 2.6% 95% False False 82,286
100 83.52 66.82 16.70 20.2% 2.10 2.5% 95% False False 67,035
120 83.52 66.82 16.70 20.2% 2.00 2.4% 95% False False 56,722
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.57
2.618 87.84
1.618 86.17
1.000 85.14
0.618 84.50
HIGH 83.47
0.618 82.83
0.500 82.64
0.382 82.44
LOW 81.80
0.618 80.77
1.000 80.13
1.618 79.10
2.618 77.43
4.250 74.70
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 82.71 82.56
PP 82.67 82.37
S1 82.64 82.19

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

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