NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 17-Feb-2010
Day Change Summary
Previous Current
16-Feb-2010 17-Feb-2010 Change Change % Previous Week
Open 75.65 78.51 2.86 3.8% 73.28
High 78.65 79.13 0.48 0.6% 77.08
Low 75.24 77.93 2.69 3.6% 72.08
Close 78.42 78.71 0.29 0.4% 75.57
Range 3.41 1.20 -2.21 -64.8% 5.00
ATR 2.38 2.30 -0.08 -3.5% 0.00
Volume 34,355 31,237 -3,118 -9.1% 253,158
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 82.19 81.65 79.37
R3 80.99 80.45 79.04
R2 79.79 79.79 78.93
R1 79.25 79.25 78.82 79.52
PP 78.59 78.59 78.59 78.73
S1 78.05 78.05 78.60 78.32
S2 77.39 77.39 78.49
S3 76.19 76.85 78.38
S4 74.99 75.65 78.05
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 89.91 87.74 78.32
R3 84.91 82.74 76.95
R2 79.91 79.91 76.49
R1 77.74 77.74 76.03 78.83
PP 74.91 74.91 74.91 75.45
S1 72.74 72.74 75.11 73.83
S2 69.91 69.91 74.65
S3 64.91 67.74 74.20
S4 59.91 62.74 72.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.13 73.95 5.18 6.6% 2.29 2.9% 92% True False 41,398
10 79.66 70.75 8.91 11.3% 2.63 3.3% 89% False False 45,385
20 80.97 70.75 10.22 13.0% 2.37 3.0% 78% False False 38,937
40 85.95 70.75 15.20 19.3% 2.01 2.6% 52% False False 30,618
60 85.95 70.75 15.20 19.3% 2.04 2.6% 52% False False 27,988
80 85.95 70.75 15.20 19.3% 2.05 2.6% 52% False False 24,807
100 85.95 69.40 16.55 21.0% 2.03 2.6% 56% False False 22,513
120 85.95 69.40 16.55 21.0% 2.00 2.5% 56% False False 20,441
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 0.51
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 84.23
2.618 82.27
1.618 81.07
1.000 80.33
0.618 79.87
HIGH 79.13
0.618 78.67
0.500 78.53
0.382 78.39
LOW 77.93
0.618 77.19
1.000 76.73
1.618 75.99
2.618 74.79
4.250 72.83
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 78.65 78.03
PP 78.59 77.35
S1 78.53 76.68

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

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