NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 74.47 75.00 0.53 0.7% 78.10
High 74.85 78.00 3.15 4.2% 78.15
Low 74.46 75.00 0.54 0.7% 74.70
Close 75.97 78.07 2.10 2.8% 74.76
Range 0.39 3.00 2.61 669.2% 3.45
ATR 1.34 1.45 0.12 8.9% 0.00
Volume 1,987 1,736 -251 -12.6% 10,641
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 86.02 85.05 79.72
R3 83.02 82.05 78.90
R2 80.02 80.02 78.62
R1 79.05 79.05 78.35 79.54
PP 77.02 77.02 77.02 77.27
S1 76.05 76.05 77.80 76.54
S2 74.02 74.02 77.52
S3 71.02 73.05 77.25
S4 68.02 70.05 76.42
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 86.22 83.94 76.66
R3 82.77 80.49 75.71
R2 79.32 79.32 75.39
R1 77.04 77.04 75.08 76.46
PP 75.87 75.87 75.87 75.58
S1 73.59 73.59 74.44 73.01
S2 72.42 72.42 74.13
S3 68.97 70.14 73.81
S4 65.52 66.69 72.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.00 72.80 5.20 6.7% 1.54 2.0% 101% True False 2,278
10 79.10 72.80 6.30 8.1% 1.22 1.6% 84% False False 2,036
20 79.10 71.26 7.84 10.0% 1.16 1.5% 87% False False 2,390
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 0.04
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 90.75
2.618 85.85
1.618 82.85
1.000 81.00
0.618 79.85
HIGH 78.00
0.618 76.85
0.500 76.50
0.382 76.15
LOW 75.00
0.618 73.15
1.000 72.00
1.618 70.15
2.618 67.15
4.250 62.25
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 77.55 77.18
PP 77.02 76.29
S1 76.50 75.40

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

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