NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 80.39 82.68 2.29 2.8% 74.46
High 83.60 83.11 -0.49 -0.6% 80.62
Low 79.59 81.70 2.11 2.7% 74.26
Close 83.06 82.99 -0.07 -0.1% 80.50
Range 4.01 1.41 -2.60 -64.8% 6.36
ATR 2.06 2.01 -0.05 -2.3% 0.00
Volume 13,961 19,106 5,145 36.9% 52,555
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.83 86.32 83.77
R3 85.42 84.91 83.38
R2 84.01 84.01 83.25
R1 83.50 83.50 83.12 83.76
PP 82.60 82.60 82.60 82.73
S1 82.09 82.09 82.86 82.35
S2 81.19 81.19 82.73
S3 79.78 80.68 82.60
S4 78.37 79.27 82.21
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 97.54 95.38 84.00
R3 91.18 89.02 82.25
R2 84.82 84.82 81.67
R1 82.66 82.66 81.08 83.74
PP 78.46 78.46 78.46 79.00
S1 76.30 76.30 79.92 77.38
S2 72.10 72.10 79.33
S3 65.74 69.94 78.75
S4 59.38 63.58 77.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.60 78.87 4.73 5.7% 2.05 2.5% 87% False False 13,967
10 83.60 72.80 10.80 13.0% 1.80 2.2% 94% False False 11,857
20 83.60 67.46 16.14 19.4% 1.93 2.3% 96% False False 10,649
40 83.60 67.46 16.14 19.4% 1.95 2.3% 96% False False 8,319
60 83.60 67.46 16.14 19.4% 1.84 2.2% 96% False False 6,781
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.10
2.618 86.80
1.618 85.39
1.000 84.52
0.618 83.98
HIGH 83.11
0.618 82.57
0.500 82.41
0.382 82.24
LOW 81.70
0.618 80.83
1.000 80.29
1.618 79.42
2.618 78.01
4.250 75.71
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 82.80 82.53
PP 82.60 82.06
S1 82.41 81.60

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

View Archives - Comment on this page... - Back to Index of Symbols