NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 07-Apr-2010
Day Change Summary
Previous Current
06-Apr-2010 07-Apr-2010 Change Change % Previous Week
Open 87.29 87.28 -0.01 0.0% 80.84
High 87.59 87.53 -0.06 -0.1% 85.61
Low 86.63 86.18 -0.45 -0.5% 80.71
Close 87.39 86.51 -0.88 -1.0% 85.34
Range 0.96 1.35 0.39 40.6% 4.90
ATR 1.86 1.83 -0.04 -2.0% 0.00
Volume 97,439 122,327 24,888 25.5% 360,376
Daily Pivots for day following 07-Apr-2010
Classic Woodie Camarilla DeMark
R4 90.79 90.00 87.25
R3 89.44 88.65 86.88
R2 88.09 88.09 86.76
R1 87.30 87.30 86.63 87.02
PP 86.74 86.74 86.74 86.60
S1 85.95 85.95 86.39 85.67
S2 85.39 85.39 86.26
S3 84.04 84.60 86.14
S4 82.69 83.25 85.77
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 98.59 96.86 88.04
R3 93.69 91.96 86.69
R2 88.79 88.79 86.24
R1 87.06 87.06 85.79 87.93
PP 83.89 83.89 83.89 84.32
S1 82.16 82.16 84.89 83.03
S2 78.99 78.99 84.44
S3 74.09 77.26 83.99
S4 69.19 72.36 82.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.59 82.63 4.96 5.7% 1.55 1.8% 78% False False 83,263
10 87.59 80.03 7.56 8.7% 1.61 1.9% 86% False False 83,706
20 87.59 79.27 8.32 9.6% 1.79 2.1% 87% False False 78,071
40 87.59 72.72 14.87 17.2% 1.94 2.2% 93% False False 61,625
60 87.59 70.75 16.84 19.5% 2.04 2.4% 94% False False 52,986
80 87.59 70.75 16.84 19.5% 1.92 2.2% 94% False False 44,911
100 87.59 70.75 16.84 19.5% 1.97 2.3% 94% False False 39,958
120 87.59 70.75 16.84 19.5% 2.00 2.3% 94% False False 35,817
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.27
2.618 91.06
1.618 89.71
1.000 88.88
0.618 88.36
HIGH 87.53
0.618 87.01
0.500 86.86
0.382 86.70
LOW 86.18
0.618 85.35
1.000 84.83
1.618 84.00
2.618 82.65
4.250 80.44
Fisher Pivots for day following 07-Apr-2010
Pivot 1 day 3 day
R1 86.86 86.58
PP 86.74 86.55
S1 86.63 86.53

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

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