NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 79.41 80.96 1.55 2.0% 75.65
High 81.04 81.51 0.47 0.6% 81.04
Low 78.98 80.49 1.51 1.9% 75.24
Close 80.85 81.13 0.28 0.3% 80.85
Range 2.06 1.02 -1.04 -50.5% 5.80
ATR 2.31 2.22 -0.09 -4.0% 0.00
Volume 47,851 52,433 4,582 9.6% 145,886
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 84.10 83.64 81.69
R3 83.08 82.62 81.41
R2 82.06 82.06 81.32
R1 81.60 81.60 81.22 81.83
PP 81.04 81.04 81.04 81.16
S1 80.58 80.58 81.04 80.81
S2 80.02 80.02 80.94
S3 79.00 79.56 80.85
S4 77.98 78.54 80.57
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 96.44 94.45 84.04
R3 90.64 88.65 82.45
R2 84.84 84.84 81.91
R1 82.85 82.85 81.38 83.85
PP 79.04 79.04 79.04 79.54
S1 77.05 77.05 80.32 78.05
S2 73.24 73.24 79.79
S3 67.44 71.25 79.26
S4 61.64 65.45 77.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.51 75.24 6.27 7.7% 2.10 2.6% 94% True False 39,663
10 81.51 72.08 9.43 11.6% 2.17 2.7% 96% True False 45,147
20 81.51 70.75 10.76 13.3% 2.31 2.8% 96% True False 40,578
40 85.95 70.75 15.20 18.7% 2.02 2.5% 68% False False 32,591
60 85.95 70.75 15.20 18.7% 2.04 2.5% 68% False False 29,535
80 85.95 70.75 15.20 18.7% 2.05 2.5% 68% False False 25,802
100 85.95 69.83 16.12 19.9% 2.03 2.5% 70% False False 23,419
120 85.95 69.40 16.55 20.4% 2.01 2.5% 71% False False 21,365
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 0.55
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 85.85
2.618 84.18
1.618 83.16
1.000 82.53
0.618 82.14
HIGH 81.51
0.618 81.12
0.500 81.00
0.382 80.88
LOW 80.49
0.618 79.86
1.000 79.47
1.618 78.84
2.618 77.82
4.250 76.16
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 81.09 80.62
PP 81.04 80.11
S1 81.00 79.60

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

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