NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 74.98 75.74 0.76 1.0% 72.24
High 76.13 75.76 -0.37 -0.5% 76.13
Low 73.80 73.09 -0.71 -1.0% 71.10
Close 75.72 74.50 -1.22 -1.6% 74.50
Range 2.33 2.67 0.34 14.6% 5.03
ATR 2.35 2.37 0.02 1.0% 0.00
Volume 153,593 221,849 68,256 44.4% 884,411
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 82.46 81.15 75.97
R3 79.79 78.48 75.23
R2 77.12 77.12 74.99
R1 75.81 75.81 74.74 75.13
PP 74.45 74.45 74.45 74.11
S1 73.14 73.14 74.26 72.46
S2 71.78 71.78 74.01
S3 69.11 70.47 73.77
S4 66.44 67.80 73.03
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 89.00 86.78 77.27
R3 83.97 81.75 75.88
R2 78.94 78.94 75.42
R1 76.72 76.72 74.96 77.83
PP 73.91 73.91 73.91 74.47
S1 71.69 71.69 74.04 72.80
S2 68.88 68.88 73.58
S3 63.85 66.66 73.12
S4 58.82 61.63 71.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.13 71.10 5.03 6.8% 2.36 3.2% 68% False False 176,882
10 78.54 69.80 8.74 11.7% 2.80 3.8% 54% False False 138,654
20 80.21 69.80 10.41 14.0% 2.41 3.2% 45% False False 107,248
40 84.96 69.80 15.16 20.3% 2.07 2.8% 31% False False 68,084
60 84.96 69.80 15.16 20.3% 2.06 2.8% 31% False False 50,830
80 84.96 69.80 15.16 20.3% 2.08 2.8% 31% False False 39,705
100 84.96 68.38 16.58 22.3% 2.00 2.7% 37% False False 32,804
120 84.96 68.38 16.58 22.3% 1.82 2.4% 37% False False 27,739
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 0.54
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.11
2.618 82.75
1.618 80.08
1.000 78.43
0.618 77.41
HIGH 75.76
0.618 74.74
0.500 74.43
0.382 74.11
LOW 73.09
0.618 71.44
1.000 70.42
1.618 68.77
2.618 66.10
4.250 61.74
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 74.48 74.55
PP 74.45 74.53
S1 74.43 74.52

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

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