NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 25-Jan-2010
Day Change Summary
Previous Current
22-Jan-2010 25-Jan-2010 Change Change % Previous Week
Open 76.18 74.60 -1.58 -2.1% 78.68
High 76.95 75.82 -1.13 -1.5% 79.94
Low 74.37 74.52 0.15 0.2% 74.37
Close 74.92 75.69 0.77 1.0% 74.92
Range 2.58 1.30 -1.28 -49.6% 5.57
ATR 1.98 1.93 -0.05 -2.5% 0.00
Volume 73,163 93,682 20,519 28.0% 286,178
Daily Pivots for day following 25-Jan-2010
Classic Woodie Camarilla DeMark
R4 79.24 78.77 76.41
R3 77.94 77.47 76.05
R2 76.64 76.64 75.93
R1 76.17 76.17 75.81 76.41
PP 75.34 75.34 75.34 75.46
S1 74.87 74.87 75.57 75.11
S2 74.04 74.04 75.45
S3 72.74 73.57 75.33
S4 71.44 72.27 74.98
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 93.12 89.59 77.98
R3 87.55 84.02 76.45
R2 81.98 81.98 75.94
R1 78.45 78.45 75.43 77.43
PP 76.41 76.41 76.41 75.90
S1 72.88 72.88 74.41 71.86
S2 70.84 70.84 73.90
S3 65.27 67.31 73.39
S4 59.70 61.74 71.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.94 74.37 5.57 7.4% 2.19 2.9% 24% False False 75,972
10 84.96 74.37 10.59 14.0% 2.05 2.7% 12% False False 62,255
20 84.96 74.37 10.59 14.0% 1.74 2.3% 12% False False 44,681
40 84.96 73.72 11.24 14.9% 1.93 2.5% 18% False False 32,508
60 84.96 73.72 11.24 14.9% 1.98 2.6% 18% False False 23,977
80 84.96 69.55 15.41 20.4% 1.93 2.5% 40% False False 19,345
100 84.96 68.38 16.58 21.9% 1.77 2.3% 44% False False 16,119
120 84.96 68.38 16.58 21.9% 1.65 2.2% 44% False False 13,791
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 81.35
2.618 79.22
1.618 77.92
1.000 77.12
0.618 76.62
HIGH 75.82
0.618 75.32
0.500 75.17
0.382 75.02
LOW 74.52
0.618 73.72
1.000 73.22
1.618 72.42
2.618 71.12
4.250 69.00
Fisher Pivots for day following 25-Jan-2010
Pivot 1 day 3 day
R1 75.52 76.58
PP 75.34 76.28
S1 75.17 75.99

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

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