NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 09-Apr-2010
Day Change Summary
Previous Current
08-Apr-2010 09-Apr-2010 Change Change % Previous Week
Open 85.64 85.56 -0.08 -0.1% 85.31
High 85.88 86.37 0.49 0.6% 87.09
Low 84.38 84.12 -0.26 -0.3% 84.12
Close 85.39 84.92 -0.47 -0.6% 84.92
Range 1.50 2.25 0.75 50.0% 2.97
ATR 1.84 1.87 0.03 1.6% 0.00
Volume 379,528 389,596 10,068 2.7% 1,303,710
Daily Pivots for day following 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 91.89 90.65 86.16
R3 89.64 88.40 85.54
R2 87.39 87.39 85.33
R1 86.15 86.15 85.13 85.65
PP 85.14 85.14 85.14 84.88
S1 83.90 83.90 84.71 83.40
S2 82.89 82.89 84.51
S3 80.64 81.65 84.30
S4 78.39 79.40 83.68
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.29 92.57 86.55
R3 91.32 89.60 85.74
R2 88.35 88.35 85.46
R1 86.63 86.63 85.19 86.01
PP 85.38 85.38 85.38 85.06
S1 83.66 83.66 84.65 83.04
S2 82.41 82.41 84.38
S3 79.44 80.69 84.10
S4 76.47 77.72 83.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.09 84.12 2.97 3.5% 1.61 1.9% 27% False True 260,742
10 87.09 79.54 7.55 8.9% 1.73 2.0% 71% False False 285,202
20 87.09 78.86 8.23 9.7% 1.85 2.2% 74% False False 254,122
40 87.09 73.62 13.47 15.9% 1.98 2.3% 84% False False 169,393
60 87.09 70.28 16.81 19.8% 2.08 2.4% 87% False False 126,643
80 87.09 70.28 16.81 19.8% 1.95 2.3% 87% False False 98,073
100 87.09 70.28 16.81 19.8% 1.95 2.3% 87% False False 80,386
120 87.09 70.28 16.81 19.8% 1.91 2.3% 87% False False 67,879
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 95.93
2.618 92.26
1.618 90.01
1.000 88.62
0.618 87.76
HIGH 86.37
0.618 85.51
0.500 85.25
0.382 84.98
LOW 84.12
0.618 82.73
1.000 81.87
1.618 80.48
2.618 78.23
4.250 74.56
Fisher Pivots for day following 09-Apr-2010
Pivot 1 day 3 day
R1 85.25 85.56
PP 85.14 85.35
S1 85.03 85.13

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

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