NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 71.70 72.96 1.26 1.8% 65.05
High 72.37 74.40 2.03 2.8% 69.77
Low 71.70 72.96 1.26 1.8% 65.05
Close 72.96 74.67 1.71 2.3% 70.67
Range 0.67 1.44 0.77 114.9% 4.72
ATR 1.16 1.18 0.02 1.7% 0.00
Volume 3,407 4,083 676 19.8% 9,930
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 78.33 77.94 75.46
R3 76.89 76.50 75.07
R2 75.45 75.45 74.93
R1 75.06 75.06 74.80 75.26
PP 74.01 74.01 74.01 74.11
S1 73.62 73.62 74.54 73.82
S2 72.57 72.57 74.41
S3 71.13 72.18 74.27
S4 69.69 70.74 73.88
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 82.66 81.38 73.27
R3 77.94 76.66 71.97
R2 73.22 73.22 71.54
R1 71.94 71.94 71.10 72.58
PP 68.50 68.50 68.50 68.82
S1 67.22 67.22 70.24 67.86
S2 63.78 63.78 69.80
S3 59.06 62.50 69.37
S4 54.34 57.78 68.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.40 69.77 4.63 6.2% 0.65 0.9% 106% True False 2,464
10 74.40 65.05 9.35 12.5% 0.57 0.8% 103% True False 2,266
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 0.03
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 80.52
2.618 78.17
1.618 76.73
1.000 75.84
0.618 75.29
HIGH 74.40
0.618 73.85
0.500 73.68
0.382 73.51
LOW 72.96
0.618 72.07
1.000 71.52
1.618 70.63
2.618 69.19
4.250 66.84
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 74.34 74.11
PP 74.01 73.54
S1 73.68 72.98

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

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