NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 06-Apr-2010
Day Change Summary
Previous Current
05-Apr-2010 06-Apr-2010 Change Change % Previous Week
Open 85.31 86.74 1.43 1.7% 80.24
High 86.90 87.09 0.19 0.2% 85.37
Low 85.06 86.13 1.07 1.3% 80.18
Close 86.62 86.84 0.22 0.3% 84.87
Range 1.84 0.96 -0.88 -47.8% 5.19
ATR 1.97 1.90 -0.07 -3.7% 0.00
Volume 0 244,106 244,106 1,252,045
Daily Pivots for day following 06-Apr-2010
Classic Woodie Camarilla DeMark
R4 89.57 89.16 87.37
R3 88.61 88.20 87.10
R2 87.65 87.65 87.02
R1 87.24 87.24 86.93 87.45
PP 86.69 86.69 86.69 86.79
S1 86.28 86.28 86.75 86.49
S2 85.73 85.73 86.66
S3 84.77 85.32 86.58
S4 83.81 84.36 86.31
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 99.04 97.15 87.72
R3 93.85 91.96 86.30
R2 88.66 88.66 85.82
R1 86.77 86.77 85.35 87.72
PP 83.47 83.47 83.47 83.95
S1 81.58 81.58 84.39 82.53
S2 78.28 78.28 83.92
S3 73.09 76.39 83.44
S4 67.90 71.20 82.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.09 81.77 5.32 6.1% 1.51 1.7% 95% True False 234,308
10 87.09 79.54 7.55 8.7% 1.65 1.9% 97% True False 271,327
20 87.09 78.86 8.23 9.5% 1.84 2.1% 97% True False 223,585
40 87.09 71.57 15.52 17.9% 2.01 2.3% 98% True False 148,584
60 87.09 70.28 16.81 19.4% 2.08 2.4% 99% True False 109,954
80 87.09 70.28 16.81 19.4% 1.97 2.3% 99% True False 85,386
100 87.09 70.28 16.81 19.4% 1.95 2.2% 99% True False 69,942
120 87.09 70.28 16.81 19.4% 1.90 2.2% 99% True False 59,202
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 91.17
2.618 89.60
1.618 88.64
1.000 88.05
0.618 87.68
HIGH 87.09
0.618 86.72
0.500 86.61
0.382 86.50
LOW 86.13
0.618 85.54
1.000 85.17
1.618 84.58
2.618 83.62
4.250 82.05
Fisher Pivots for day following 06-Apr-2010
Pivot 1 day 3 day
R1 86.76 86.28
PP 86.69 85.71
S1 86.61 85.15

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

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