NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 75.80 75.36 -0.44 -0.6% 72.85
High 75.80 75.36 -0.44 -0.6% 78.00
Low 75.14 74.93 -0.21 -0.3% 72.80
Close 75.83 75.50 -0.33 -0.4% 77.76
Range 0.66 0.43 -0.23 -34.8% 5.20
ATR 1.44 1.40 -0.04 -2.7% 0.00
Volume 1,985 1,389 -596 -30.0% 11,433
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 76.55 76.46 75.74
R3 76.12 76.03 75.62
R2 75.69 75.69 75.58
R1 75.60 75.60 75.54 75.65
PP 75.26 75.26 75.26 75.29
S1 75.17 75.17 75.46 75.22
S2 74.83 74.83 75.42
S3 74.40 74.74 75.38
S4 73.97 74.31 75.26
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 91.79 89.97 80.62
R3 86.59 84.77 79.19
R2 81.39 81.39 78.71
R1 79.57 79.57 78.24 80.48
PP 76.19 76.19 76.19 76.64
S1 74.37 74.37 77.28 75.28
S2 70.99 70.99 76.81
S3 65.79 69.17 76.33
S4 60.59 63.97 74.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.20 74.93 3.27 4.3% 0.55 0.7% 17% False True 2,325
10 78.20 72.80 5.40 7.2% 1.04 1.4% 50% False False 2,301
20 79.10 72.60 6.50 8.6% 1.06 1.4% 45% False False 2,042
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.19
2.618 76.49
1.618 76.06
1.000 75.79
0.618 75.63
HIGH 75.36
0.618 75.20
0.500 75.15
0.382 75.09
LOW 74.93
0.618 74.66
1.000 74.50
1.618 74.23
2.618 73.80
4.250 73.10
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 75.38 76.57
PP 75.26 76.21
S1 75.15 75.86

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

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