NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 14-Apr-2010
Day Change Summary
Previous Current
13-Apr-2010 14-Apr-2010 Change Change % Previous Week
Open 84.36 83.82 -0.54 -0.6% 85.31
High 84.42 86.39 1.97 2.3% 87.09
Low 82.51 83.71 1.20 1.5% 84.12
Close 84.05 85.84 1.79 2.1% 84.92
Range 1.91 2.68 0.77 40.3% 2.97
ATR 1.86 1.92 0.06 3.2% 0.00
Volume 421,904 552,298 130,394 30.9% 1,303,710
Daily Pivots for day following 14-Apr-2010
Classic Woodie Camarilla DeMark
R4 93.35 92.28 87.31
R3 90.67 89.60 86.58
R2 87.99 87.99 86.33
R1 86.92 86.92 86.09 87.46
PP 85.31 85.31 85.31 85.58
S1 84.24 84.24 85.59 84.78
S2 82.63 82.63 85.35
S3 79.95 81.56 85.10
S4 77.27 78.88 84.37
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 86.39 82.51 3.88 4.5% 1.99 2.3% 86% True False 437,253
10 87.09 82.22 4.87 5.7% 1.80 2.1% 74% False False 333,725
20 87.09 78.86 8.23 9.6% 1.79 2.1% 85% False False 303,328
40 87.09 77.20 9.89 11.5% 1.92 2.2% 87% False False 199,523
60 87.09 70.28 16.81 19.6% 2.10 2.4% 93% False False 148,941
80 87.09 70.28 16.81 19.6% 1.99 2.3% 93% False False 115,372
100 87.09 70.28 16.81 19.6% 1.96 2.3% 93% False False 94,394
120 87.09 70.28 16.81 19.6% 1.93 2.3% 93% False False 79,566
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 97.78
2.618 93.41
1.618 90.73
1.000 89.07
0.618 88.05
HIGH 86.39
0.618 85.37
0.500 85.05
0.382 84.73
LOW 83.71
0.618 82.05
1.000 81.03
1.618 79.37
2.618 76.69
4.250 72.32
Fisher Pivots for day following 14-Apr-2010
Pivot 1 day 3 day
R1 85.58 85.38
PP 85.31 84.91
S1 85.05 84.45

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

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