NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 82.17 80.93 -1.24 -1.5% 81.13
High 82.17 81.49 -0.68 -0.8% 83.09
Low 79.86 78.57 -1.29 -1.6% 79.13
Close 80.68 81.25 0.57 0.7% 80.68
Range 2.31 2.92 0.61 26.4% 3.96
ATR 2.08 2.14 0.06 2.9% 0.00
Volume 208,343 150,682 -57,661 -27.7% 1,394,064
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 89.20 88.14 82.86
R3 86.28 85.22 82.05
R2 83.36 83.36 81.79
R1 82.30 82.30 81.52 82.83
PP 80.44 80.44 80.44 80.70
S1 79.38 79.38 80.98 79.91
S2 77.52 77.52 80.71
S3 74.60 76.46 80.45
S4 71.68 73.54 79.64
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 92.85 90.72 82.86
R3 88.89 86.76 81.77
R2 84.93 84.93 81.41
R1 82.80 82.80 81.04 81.89
PP 80.97 80.97 80.97 80.51
S1 78.84 78.84 80.32 77.93
S2 77.01 77.01 79.95
S3 73.05 74.88 79.59
S4 69.09 70.92 78.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.09 78.57 4.52 5.6% 2.10 2.6% 59% False True 241,509
10 83.16 78.57 4.59 5.6% 2.03 2.5% 58% False True 288,153
20 83.16 77.05 6.11 7.5% 2.09 2.6% 69% False False 293,880
40 83.16 69.80 13.36 16.4% 2.26 2.8% 86% False False 216,545
60 84.96 69.80 15.16 18.7% 2.11 2.6% 76% False False 157,948
80 84.96 69.80 15.16 18.7% 2.10 2.6% 76% False False 123,497
100 84.96 69.80 15.16 18.7% 2.09 2.6% 76% False False 100,128
120 84.96 68.94 16.02 19.7% 2.03 2.5% 77% False False 84,324
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 93.90
2.618 89.13
1.618 86.21
1.000 84.41
0.618 83.29
HIGH 81.49
0.618 80.37
0.500 80.03
0.382 79.69
LOW 78.57
0.618 76.77
1.000 75.65
1.618 73.85
2.618 70.93
4.250 66.16
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 80.84 81.07
PP 80.44 80.89
S1 80.03 80.71

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

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