NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 13-Apr-2010
Day Change Summary
Previous Current
12-Apr-2010 13-Apr-2010 Change Change % Previous Week
Open 85.17 84.36 -0.81 -1.0% 85.31
High 85.71 84.42 -1.29 -1.5% 87.09
Low 84.08 82.51 -1.57 -1.9% 84.12
Close 84.34 84.05 -0.29 -0.3% 84.92
Range 1.63 1.91 0.28 17.2% 2.97
ATR 1.85 1.86 0.00 0.2% 0.00
Volume 442,943 421,904 -21,039 -4.7% 1,303,710
Daily Pivots for day following 13-Apr-2010
Classic Woodie Camarilla DeMark
R4 89.39 88.63 85.10
R3 87.48 86.72 84.58
R2 85.57 85.57 84.40
R1 84.81 84.81 84.23 84.24
PP 83.66 83.66 83.66 83.37
S1 82.90 82.90 83.87 82.33
S2 81.75 81.75 83.70
S3 79.84 80.99 83.52
S4 77.93 79.08 83.00
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 87.00 82.51 4.49 5.3% 1.75 2.1% 34% False True 384,890
10 87.09 81.77 5.32 6.3% 1.63 1.9% 43% False False 309,599
20 87.09 78.86 8.23 9.8% 1.79 2.1% 63% False False 282,805
40 87.09 74.58 12.51 14.9% 1.94 2.3% 76% False False 187,127
60 87.09 70.28 16.81 20.0% 2.08 2.5% 82% False False 140,267
80 87.09 70.28 16.81 20.0% 1.97 2.3% 82% False False 108,634
100 87.09 70.28 16.81 20.0% 1.95 2.3% 82% False False 88,905
120 87.09 70.28 16.81 20.0% 1.92 2.3% 82% False False 74,982
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.54
2.618 89.42
1.618 87.51
1.000 86.33
0.618 85.60
HIGH 84.42
0.618 83.69
0.500 83.47
0.382 83.24
LOW 82.51
0.618 81.33
1.000 80.60
1.618 79.42
2.618 77.51
4.250 74.39
Fisher Pivots for day following 13-Apr-2010
Pivot 1 day 3 day
R1 83.86 84.44
PP 83.66 84.31
S1 83.47 84.18

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

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