NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 74.02 73.30 -0.72 -1.0% 74.60
High 75.21 75.44 0.23 0.3% 75.82
Low 72.89 72.96 0.07 0.1% 72.89
Close 73.35 74.91 1.56 2.1% 73.35
Range 2.32 2.48 0.16 6.9% 2.93
ATR 1.93 1.97 0.04 2.0% 0.00
Volume 67,277 66,262 -1,015 -1.5% 410,774
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 81.88 80.87 76.27
R3 79.40 78.39 75.59
R2 76.92 76.92 75.36
R1 75.91 75.91 75.14 76.42
PP 74.44 74.44 74.44 74.69
S1 73.43 73.43 74.68 73.94
S2 71.96 71.96 74.46
S3 69.48 70.95 74.23
S4 67.00 68.47 73.55
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 82.81 81.01 74.96
R3 79.88 78.08 74.16
R2 76.95 76.95 73.89
R1 75.15 75.15 73.62 74.59
PP 74.02 74.02 74.02 73.74
S1 72.22 72.22 73.08 71.66
S2 71.09 71.09 72.81
S3 68.16 69.29 72.54
S4 65.23 66.36 71.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.73 72.89 2.84 3.8% 2.03 2.7% 71% False False 76,670
10 79.94 72.89 7.05 9.4% 2.11 2.8% 29% False False 76,321
20 84.96 72.89 12.07 16.1% 1.92 2.6% 17% False False 59,719
40 84.96 72.89 12.07 16.1% 1.85 2.5% 17% False False 40,119
60 84.96 72.89 12.07 16.1% 1.93 2.6% 17% False False 29,889
80 84.96 71.19 13.77 18.4% 1.94 2.6% 27% False False 23,827
100 84.96 68.38 16.58 22.1% 1.83 2.4% 39% False False 19,834
120 84.96 68.38 16.58 22.1% 1.70 2.3% 39% False False 16,908
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 85.98
2.618 81.93
1.618 79.45
1.000 77.92
0.618 76.97
HIGH 75.44
0.618 74.49
0.500 74.20
0.382 73.91
LOW 72.96
0.618 71.43
1.000 70.48
1.618 68.95
2.618 66.47
4.250 62.42
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 74.67 74.66
PP 74.44 74.41
S1 74.20 74.17

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

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