NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 26-Feb-2010
Day Change Summary
Previous Current
25-Feb-2010 26-Feb-2010 Change Change % Previous Week
Open 80.31 78.33 -1.98 -2.5% 80.30
High 80.32 80.05 -0.27 -0.3% 80.78
Low 77.05 77.82 0.77 1.0% 77.05
Close 78.17 79.66 1.49 1.9% 79.66
Range 3.27 2.23 -1.04 -31.8% 3.73
ATR 2.37 2.36 -0.01 -0.4% 0.00
Volume 289,321 346,025 56,704 19.6% 1,505,812
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 85.87 84.99 80.89
R3 83.64 82.76 80.27
R2 81.41 81.41 80.07
R1 80.53 80.53 79.86 80.97
PP 79.18 79.18 79.18 79.40
S1 78.30 78.30 79.46 78.74
S2 76.95 76.95 79.25
S3 74.72 76.07 79.05
S4 72.49 73.84 78.43
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 90.35 88.74 81.71
R3 86.62 85.01 80.69
R2 82.89 82.89 80.34
R1 81.28 81.28 80.00 80.22
PP 79.16 79.16 79.16 78.64
S1 77.55 77.55 79.32 76.49
S2 75.43 75.43 78.98
S3 71.70 73.82 78.63
S4 67.97 70.09 77.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.78 77.05 3.73 4.7% 2.20 2.8% 70% False False 301,162
10 80.78 73.09 7.69 9.7% 2.39 3.0% 85% False False 239,991
20 80.78 69.80 10.98 13.8% 2.58 3.2% 90% False False 181,594
40 84.96 69.80 15.16 19.0% 2.18 2.7% 65% False False 118,141
60 84.96 69.80 15.16 19.0% 2.08 2.6% 65% False False 85,577
80 84.96 69.80 15.16 19.0% 2.09 2.6% 65% False False 66,295
100 84.96 69.80 15.16 19.0% 2.05 2.6% 65% False False 54,134
120 84.96 68.38 16.58 20.8% 1.93 2.4% 68% False False 45,714
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 True
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.53
2.618 85.89
1.618 83.66
1.000 82.28
0.618 81.43
HIGH 80.05
0.618 79.20
0.500 78.94
0.382 78.67
LOW 77.82
0.618 76.44
1.000 75.59
1.618 74.21
2.618 71.98
4.250 68.34
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 79.42 79.36
PP 79.18 79.05
S1 78.94 78.75

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

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