NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 08-Feb-2010
Day Change Summary
Previous Current
05-Feb-2010 08-Feb-2010 Change Change % Previous Week
Open 73.43 72.24 -1.19 -1.6% 73.30
High 74.27 72.70 -1.57 -2.1% 78.54
Low 69.80 71.10 1.30 1.9% 69.80
Close 71.52 72.29 0.77 1.1% 71.52
Range 4.47 1.60 -2.87 -64.2% 8.74
ATR 2.37 2.31 -0.05 -2.3% 0.00
Volume 161,942 198,355 36,413 22.5% 502,137
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 76.83 76.16 73.17
R3 75.23 74.56 72.73
R2 73.63 73.63 72.58
R1 72.96 72.96 72.44 73.30
PP 72.03 72.03 72.03 72.20
S1 71.36 71.36 72.14 71.70
S2 70.43 70.43 72.00
S3 68.83 69.76 71.85
S4 67.23 68.16 71.41
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 99.51 94.25 76.33
R3 90.77 85.51 73.92
R2 82.03 82.03 73.12
R1 76.77 76.77 72.32 75.03
PP 73.29 73.29 73.29 72.42
S1 68.03 68.03 70.72 66.29
S2 64.55 64.55 69.92
S3 55.81 59.29 69.12
S4 47.07 50.55 66.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.54 69.80 8.74 12.1% 3.07 4.2% 28% False False 126,846
10 78.54 69.80 8.74 12.1% 2.55 3.5% 28% False False 101,758
20 84.96 69.80 15.16 21.0% 2.30 3.2% 16% False False 82,007
40 84.96 69.80 15.16 21.0% 1.95 2.7% 16% False False 53,326
60 84.96 69.80 15.16 21.0% 2.02 2.8% 16% False False 39,817
80 84.96 69.80 15.16 21.0% 2.03 2.8% 16% False False 31,479
100 84.96 68.38 16.58 22.9% 1.92 2.7% 24% False False 26,026
120 84.96 68.38 16.58 22.9% 1.77 2.5% 24% False False 22,103
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.50
2.618 76.89
1.618 75.29
1.000 74.30
0.618 73.69
HIGH 72.70
0.618 72.09
0.500 71.90
0.382 71.71
LOW 71.10
0.618 70.11
1.000 69.50
1.618 68.51
2.618 66.91
4.250 64.30
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 72.16 73.68
PP 72.03 73.22
S1 71.90 72.75

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

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