NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 77.32 77.29 -0.03 0.0% 72.18
High 77.82 79.29 1.47 1.9% 75.69
Low 76.53 76.32 -0.21 -0.3% 70.77
Close 77.33 79.06 1.73 2.2% 74.13
Range 1.29 2.97 1.68 130.2% 4.92
ATR 2.41 2.45 0.04 1.7% 0.00
Volume 365,032 283,816 -81,216 -22.2% 2,258,122
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 87.13 86.07 80.69
R3 84.16 83.10 79.88
R2 81.19 81.19 79.60
R1 80.13 80.13 79.33 80.66
PP 78.22 78.22 78.22 78.49
S1 77.16 77.16 78.79 77.69
S2 75.25 75.25 78.52
S3 72.28 74.19 78.24
S4 69.31 71.22 77.43
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 88.29 86.13 76.84
R3 83.37 81.21 75.48
R2 78.45 78.45 75.03
R1 76.29 76.29 74.58 77.37
PP 73.53 73.53 73.53 74.07
S1 71.37 71.37 73.68 72.45
S2 68.61 68.61 73.23
S3 63.69 66.45 72.78
S4 58.77 61.53 71.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.29 72.66 6.63 8.4% 2.59 3.3% 97% True False 374,230
10 79.29 69.50 9.79 12.4% 2.90 3.7% 98% True False 415,796
20 79.29 69.50 9.79 12.4% 2.53 3.2% 98% True False 365,138
40 84.45 69.50 14.95 18.9% 2.17 2.7% 64% False False 240,172
60 84.45 69.50 14.95 18.9% 2.20 2.8% 64% False False 180,882
80 84.45 69.50 14.95 18.9% 2.23 2.8% 64% False False 140,151
100 84.45 67.46 16.99 21.5% 2.17 2.7% 68% False False 114,251
120 84.45 67.46 16.99 21.5% 2.14 2.7% 68% False False 96,207
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 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.91
2.618 87.07
1.618 84.10
1.000 82.26
0.618 81.13
HIGH 79.29
0.618 78.16
0.500 77.81
0.382 77.45
LOW 76.32
0.618 74.48
1.000 73.35
1.618 71.51
2.618 68.54
4.250 63.70
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 78.64 78.21
PP 78.22 77.35
S1 77.81 76.50

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

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