NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 26-Jan-2010
Day Change Summary
Previous Current
25-Jan-2010 26-Jan-2010 Change Change % Previous Week
Open 74.60 75.70 1.10 1.5% 78.68
High 75.82 75.73 -0.09 -0.1% 79.94
Low 74.52 74.27 -0.25 -0.3% 74.37
Close 75.69 75.15 -0.54 -0.7% 74.92
Range 1.30 1.46 0.16 12.3% 5.57
ATR 1.93 1.90 -0.03 -1.7% 0.00
Volume 93,682 87,651 -6,031 -6.4% 286,178
Daily Pivots for day following 26-Jan-2010
Classic Woodie Camarilla DeMark
R4 79.43 78.75 75.95
R3 77.97 77.29 75.55
R2 76.51 76.51 75.42
R1 75.83 75.83 75.28 75.44
PP 75.05 75.05 75.05 74.86
S1 74.37 74.37 75.02 73.98
S2 73.59 73.59 74.88
S3 72.13 72.91 74.75
S4 70.67 71.45 74.35
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 79.80 74.27 5.53 7.4% 2.00 2.7% 16% False True 83,613
10 83.32 74.27 9.05 12.0% 2.00 2.7% 10% False True 66,910
20 84.96 74.27 10.69 14.2% 1.71 2.3% 8% False True 47,584
40 84.96 73.72 11.24 15.0% 1.90 2.5% 13% False False 34,284
60 84.96 73.72 11.24 15.0% 1.96 2.6% 13% False False 25,350
80 84.96 70.45 14.51 19.3% 1.91 2.5% 32% False False 20,391
100 84.96 68.38 16.58 22.1% 1.77 2.4% 41% False False 16,982
120 84.96 68.38 16.58 22.1% 1.66 2.2% 41% False False 14,504
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.94
2.618 79.55
1.618 78.09
1.000 77.19
0.618 76.63
HIGH 75.73
0.618 75.17
0.500 75.00
0.382 74.83
LOW 74.27
0.618 73.37
1.000 72.81
1.618 71.91
2.618 70.45
4.250 68.07
Fisher Pivots for day following 26-Jan-2010
Pivot 1 day 3 day
R1 75.10 75.61
PP 75.05 75.46
S1 75.00 75.30

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

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