NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 09-Feb-2010
Day Change Summary
Previous Current
08-Feb-2010 09-Feb-2010 Change Change % Previous Week
Open 72.24 72.07 -0.17 -0.2% 73.30
High 72.70 74.57 1.87 2.6% 78.54
Low 71.10 71.72 0.62 0.9% 69.80
Close 72.29 74.20 1.91 2.6% 71.52
Range 1.60 2.85 1.25 78.1% 8.74
ATR 2.31 2.35 0.04 1.7% 0.00
Volume 198,355 141,625 -56,730 -28.6% 502,137
Daily Pivots for day following 09-Feb-2010
Classic Woodie Camarilla DeMark
R4 82.05 80.97 75.77
R3 79.20 78.12 74.98
R2 76.35 76.35 74.72
R1 75.27 75.27 74.46 75.81
PP 73.50 73.50 73.50 73.77
S1 72.42 72.42 73.94 72.96
S2 70.65 70.65 73.68
S3 67.80 69.57 73.42
S4 64.95 66.72 72.63
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 11.8% 3.04 4.1% 50% False False 142,539
10 78.54 69.80 8.74 11.8% 2.69 3.6% 50% False False 107,155
20 83.32 69.80 13.52 18.2% 2.34 3.2% 33% False False 87,033
40 84.96 69.80 15.16 20.4% 1.98 2.7% 29% False False 56,114
60 84.96 69.80 15.16 20.4% 2.05 2.8% 29% False False 42,084
80 84.96 69.80 15.16 20.4% 2.06 2.8% 29% False False 33,161
100 84.96 68.38 16.58 22.3% 1.93 2.6% 35% False False 27,424
120 84.96 68.38 16.58 22.3% 1.79 2.4% 35% False False 23,267
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 0.52
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.68
2.618 82.03
1.618 79.18
1.000 77.42
0.618 76.33
HIGH 74.57
0.618 73.48
0.500 73.15
0.382 72.81
LOW 71.72
0.618 69.96
1.000 68.87
1.618 67.11
2.618 64.26
4.250 59.61
Fisher Pivots for day following 09-Feb-2010
Pivot 1 day 3 day
R1 73.85 73.53
PP 73.50 72.86
S1 73.15 72.19

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

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