NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 78.33 79.84 1.51 1.9% 80.30
High 80.05 80.62 0.57 0.7% 80.78
Low 77.82 78.06 0.24 0.3% 77.05
Close 79.66 78.70 -0.96 -1.2% 79.66
Range 2.23 2.56 0.33 14.8% 3.73
ATR 2.36 2.38 0.01 0.6% 0.00
Volume 346,025 319,038 -26,987 -7.8% 1,505,812
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.81 85.31 80.11
R3 84.25 82.75 79.40
R2 81.69 81.69 79.17
R1 80.19 80.19 78.93 79.66
PP 79.13 79.13 79.13 78.86
S1 77.63 77.63 78.47 77.10
S2 76.57 76.57 78.23
S3 74.01 75.07 78.00
S4 71.45 72.51 77.29
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 80.62 77.05 3.57 4.5% 2.49 3.2% 46% True False 302,043
10 80.78 74.06 6.72 8.5% 2.38 3.0% 69% False False 249,710
20 80.78 69.80 10.98 14.0% 2.59 3.3% 81% False False 194,182
40 84.96 69.80 15.16 19.3% 2.22 2.8% 59% False False 125,702
60 84.96 69.80 15.16 19.3% 2.09 2.7% 59% False False 90,638
80 84.96 69.80 15.16 19.3% 2.10 2.7% 59% False False 70,212
100 84.96 69.80 15.16 19.3% 2.06 2.6% 59% False False 57,269
120 84.96 68.38 16.58 21.1% 1.95 2.5% 62% False False 48,352
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 True
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.50
2.618 87.32
1.618 84.76
1.000 83.18
0.618 82.20
HIGH 80.62
0.618 79.64
0.500 79.34
0.382 79.04
LOW 78.06
0.618 76.48
1.000 75.50
1.618 73.92
2.618 71.36
4.250 67.18
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 79.34 78.84
PP 79.13 78.79
S1 78.91 78.75

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

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