NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 29-Mar-2010
Day Change Summary
Previous Current
26-Mar-2010 29-Mar-2010 Change Change % Previous Week
Open 80.13 80.24 0.11 0.1% 80.86
High 81.46 82.78 1.32 1.6% 82.20
Low 79.54 80.18 0.64 0.8% 78.86
Close 80.00 82.17 2.17 2.7% 80.00
Range 1.92 2.60 0.68 35.4% 3.34
ATR 2.00 2.05 0.06 2.8% 0.00
Volume 296,271 324,607 28,336 9.6% 1,544,629
Daily Pivots for day following 29-Mar-2010
Classic Woodie Camarilla DeMark
R4 89.51 88.44 83.60
R3 86.91 85.84 82.89
R2 84.31 84.31 82.65
R1 83.24 83.24 82.41 83.78
PP 81.71 81.71 81.71 81.98
S1 80.64 80.64 81.93 81.18
S2 79.11 79.11 81.69
S3 76.51 78.04 81.46
S4 73.91 75.44 80.74
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.37 88.53 81.84
R3 87.03 85.19 80.92
R2 83.69 83.69 80.61
R1 81.85 81.85 80.31 81.10
PP 80.35 80.35 80.35 79.98
S1 78.51 78.51 79.69 77.76
S2 77.01 77.01 79.39
S3 73.67 75.17 79.08
S4 70.33 71.83 78.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.78 79.54 3.24 3.9% 1.78 2.2% 81% True False 308,346
10 83.36 78.86 4.50 5.5% 1.94 2.4% 74% False False 256,012
20 83.47 78.67 4.80 5.8% 1.91 2.3% 73% False False 186,885
40 83.47 70.28 13.19 16.1% 2.23 2.7% 90% False False 124,715
60 85.43 70.28 15.15 18.4% 2.08 2.5% 78% False False 91,719
80 85.43 70.28 15.15 18.4% 1.99 2.4% 78% False False 71,594
100 85.43 70.28 15.15 18.4% 1.97 2.4% 78% False False 58,529
120 85.43 70.28 15.15 18.4% 1.89 2.3% 78% False False 49,551
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 93.83
2.618 89.59
1.618 86.99
1.000 85.38
0.618 84.39
HIGH 82.78
0.618 81.79
0.500 81.48
0.382 81.17
LOW 80.18
0.618 78.57
1.000 77.58
1.618 75.97
2.618 73.37
4.250 69.13
Fisher Pivots for day following 29-Mar-2010
Pivot 1 day 3 day
R1 81.94 81.83
PP 81.71 81.50
S1 81.48 81.16

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

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