NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 81.38 81.98 0.60 0.7% 79.84
High 83.03 82.38 -0.65 -0.8% 82.07
Low 80.81 81.33 0.52 0.6% 78.06
Close 82.09 82.11 0.02 0.0% 81.50
Range 2.22 1.05 -1.17 -52.7% 4.01
ATR 2.18 2.10 -0.08 -3.7% 0.00
Volume 332,133 430,148 98,015 29.5% 1,505,253
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 85.09 84.65 82.69
R3 84.04 83.60 82.40
R2 82.99 82.99 82.30
R1 82.55 82.55 82.21 82.77
PP 81.94 81.94 81.94 82.05
S1 81.50 81.50 82.01 81.72
S2 80.89 80.89 81.92
S3 79.84 80.45 81.82
S4 78.79 79.40 81.53
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 92.57 91.05 83.71
R3 88.56 87.04 82.60
R2 84.55 84.55 82.24
R1 83.03 83.03 81.87 83.79
PP 80.54 80.54 80.54 80.93
S1 79.02 79.02 81.13 79.78
S2 76.53 76.53 80.76
S3 72.52 75.01 80.40
S4 68.51 71.00 79.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.03 80.16 2.87 3.5% 1.66 2.0% 68% False False 327,231
10 83.03 77.82 5.21 6.3% 1.89 2.3% 82% False False 320,854
20 83.03 73.09 9.94 12.1% 2.15 2.6% 91% False False 270,801
40 83.03 69.80 13.23 16.1% 2.24 2.7% 93% False False 182,380
60 84.96 69.80 15.16 18.5% 2.05 2.5% 81% False False 130,115
80 84.96 69.80 15.16 18.5% 2.07 2.5% 81% False False 101,303
100 84.96 69.80 15.16 18.5% 2.07 2.5% 81% False False 82,310
120 84.96 68.38 16.58 20.2% 1.99 2.4% 83% False False 69,379
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 86.84
2.618 85.13
1.618 84.08
1.000 83.43
0.618 83.03
HIGH 82.38
0.618 81.98
0.500 81.86
0.382 81.73
LOW 81.33
0.618 80.68
1.000 80.28
1.618 79.63
2.618 78.58
4.250 76.87
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 82.03 81.94
PP 81.94 81.77
S1 81.86 81.60

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

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