NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 80.24 82.50 2.26 2.8% 80.86
High 82.78 82.74 -0.04 0.0% 82.20
Low 80.18 81.77 1.59 2.0% 78.86
Close 82.17 82.37 0.20 0.2% 80.00
Range 2.60 0.97 -1.63 -62.7% 3.34
ATR 2.05 1.98 -0.08 -3.8% 0.00
Volume 324,607 311,042 -13,565 -4.2% 1,544,629
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 85.20 84.76 82.90
R3 84.23 83.79 82.64
R2 83.26 83.26 82.55
R1 82.82 82.82 82.46 82.56
PP 82.29 82.29 82.29 82.16
S1 81.85 81.85 82.28 81.59
S2 81.32 81.32 82.19
S3 80.35 80.88 82.10
S4 79.38 79.91 81.84
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% 1.71 2.1% 87% False False 300,311
10 83.36 78.86 4.50 5.5% 1.77 2.1% 78% False False 272,931
20 83.47 78.86 4.61 5.6% 1.82 2.2% 76% False False 198,188
40 83.47 70.28 13.19 16.0% 2.19 2.7% 92% False False 131,703
60 85.43 70.28 15.15 18.4% 2.08 2.5% 80% False False 96,742
80 85.43 70.28 15.15 18.4% 1.98 2.4% 80% False False 75,336
100 85.43 70.28 15.15 18.4% 1.95 2.4% 80% False False 61,595
120 85.43 70.28 15.15 18.4% 1.89 2.3% 80% False False 52,121
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 0.26
Narrowest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 86.86
2.618 85.28
1.618 84.31
1.000 83.71
0.618 83.34
HIGH 82.74
0.618 82.37
0.500 82.26
0.382 82.14
LOW 81.77
0.618 81.17
1.000 80.80
1.618 80.20
2.618 79.23
4.250 77.65
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 82.33 81.97
PP 82.29 81.56
S1 82.26 81.16

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

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