NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 08-Apr-2010
Day Change Summary
Previous Current
07-Apr-2010 08-Apr-2010 Change Change % Previous Week
Open 87.28 86.26 -1.02 -1.2% 80.84
High 87.53 86.52 -1.01 -1.2% 85.61
Low 86.18 85.04 -1.14 -1.3% 80.71
Close 86.51 86.03 -0.48 -0.6% 85.34
Range 1.35 1.48 0.13 9.6% 4.90
ATR 1.83 1.80 -0.02 -1.4% 0.00
Volume 122,327 171,551 49,224 40.2% 360,376
Daily Pivots for day following 08-Apr-2010
Classic Woodie Camarilla DeMark
R4 90.30 89.65 86.84
R3 88.82 88.17 86.44
R2 87.34 87.34 86.30
R1 86.69 86.69 86.17 86.28
PP 85.86 85.86 85.86 85.66
S1 85.21 85.21 85.89 84.80
S2 84.38 84.38 85.76
S3 82.90 83.73 85.62
S4 81.42 82.25 85.22
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 83.61 3.98 4.6% 1.52 1.8% 61% False False 101,412
10 87.59 80.03 7.56 8.8% 1.59 1.8% 79% False False 94,284
20 87.59 79.27 8.32 9.7% 1.75 2.0% 81% False False 83,840
40 87.59 73.95 13.64 15.9% 1.91 2.2% 89% False False 65,007
60 87.59 70.75 16.84 19.6% 2.03 2.4% 91% False False 55,284
80 87.59 70.75 16.84 19.6% 1.92 2.2% 91% False False 46,666
100 87.59 70.75 16.84 19.6% 1.97 2.3% 91% False False 41,515
120 87.59 70.75 16.84 19.6% 2.00 2.3% 91% False False 37,136
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 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.81
2.618 90.39
1.618 88.91
1.000 88.00
0.618 87.43
HIGH 86.52
0.618 85.95
0.500 85.78
0.382 85.61
LOW 85.04
0.618 84.13
1.000 83.56
1.618 82.65
2.618 81.17
4.250 78.75
Fisher Pivots for day following 08-Apr-2010
Pivot 1 day 3 day
R1 85.95 86.32
PP 85.86 86.22
S1 85.78 86.13

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

View Archives - Comment on this page... - Back to Index of Symbols