NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 15-Apr-2010
Day Change Summary
Previous Current
14-Apr-2010 15-Apr-2010 Change Change % Previous Week
Open 83.82 85.91 2.09 2.5% 85.31
High 86.39 86.27 -0.12 -0.1% 87.09
Low 83.71 85.27 1.56 1.9% 84.12
Close 85.84 85.51 -0.33 -0.4% 84.92
Range 2.68 1.00 -1.68 -62.7% 2.97
ATR 1.92 1.85 -0.07 -3.4% 0.00
Volume 552,298 425,166 -127,132 -23.0% 1,303,710
Daily Pivots for day following 15-Apr-2010
Classic Woodie Camarilla DeMark
R4 88.68 88.10 86.06
R3 87.68 87.10 85.79
R2 86.68 86.68 85.69
R1 86.10 86.10 85.60 85.89
PP 85.68 85.68 85.68 85.58
S1 85.10 85.10 85.42 84.89
S2 84.68 84.68 85.33
S3 83.68 84.10 85.24
S4 82.68 83.10 84.96
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% 1.89 2.2% 77% False False 446,381
10 87.09 82.51 4.58 5.4% 1.74 2.0% 66% False False 351,798
20 87.09 78.86 8.23 9.6% 1.77 2.1% 81% False False 316,262
40 87.09 77.20 9.89 11.6% 1.91 2.2% 84% False False 208,940
60 87.09 70.28 16.81 19.7% 2.08 2.4% 91% False False 155,668
80 87.09 70.28 16.81 19.7% 1.97 2.3% 91% False False 120,545
100 87.09 70.28 16.81 19.7% 1.96 2.3% 91% False False 98,608
120 87.09 70.28 16.81 19.7% 1.92 2.3% 91% False False 83,055
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 0.31
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 90.52
2.618 88.89
1.618 87.89
1.000 87.27
0.618 86.89
HIGH 86.27
0.618 85.89
0.500 85.77
0.382 85.65
LOW 85.27
0.618 84.65
1.000 84.27
1.618 83.65
2.618 82.65
4.250 81.02
Fisher Pivots for day following 15-Apr-2010
Pivot 1 day 3 day
R1 85.77 85.16
PP 85.68 84.80
S1 85.60 84.45

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

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