NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 73.30 75.47 2.17 3.0% 74.60
High 75.44 77.88 2.44 3.2% 75.82
Low 72.96 74.88 1.92 2.6% 72.89
Close 74.91 77.72 2.81 3.8% 73.35
Range 2.48 3.00 0.52 21.0% 2.93
ATR 1.97 2.05 0.07 3.7% 0.00
Volume 66,262 63,158 -3,104 -4.7% 410,774
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 85.83 84.77 79.37
R3 82.83 81.77 78.55
R2 79.83 79.83 78.27
R1 78.77 78.77 78.00 79.30
PP 76.83 76.83 76.83 77.09
S1 75.77 75.77 77.45 76.30
S2 73.83 73.83 77.17
S3 70.83 72.77 76.90
S4 67.83 69.77 76.07
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 77.88 72.89 4.99 6.4% 2.34 3.0% 97% True False 71,772
10 79.80 72.89 6.91 8.9% 2.17 2.8% 70% False False 77,692
20 84.96 72.89 12.07 15.5% 1.99 2.6% 40% False False 62,009
40 84.96 72.89 12.07 15.5% 1.89 2.4% 40% False False 41,237
60 84.96 72.89 12.07 15.5% 1.96 2.5% 40% False False 30,800
80 84.96 71.85 13.11 16.9% 1.95 2.5% 45% False False 24,574
100 84.96 68.38 16.58 21.3% 1.85 2.4% 56% False False 20,450
120 84.96 68.38 16.58 21.3% 1.71 2.2% 56% False False 17,425
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 0.46
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 90.63
2.618 85.73
1.618 82.73
1.000 80.88
0.618 79.73
HIGH 77.88
0.618 76.73
0.500 76.38
0.382 76.03
LOW 74.88
0.618 73.03
1.000 71.88
1.618 70.03
2.618 67.03
4.250 62.13
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 77.27 76.94
PP 76.83 76.16
S1 76.38 75.39

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

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