NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 86.14 85.83 -0.31 -0.4% 85.62
High 87.02 86.45 -0.57 -0.7% 87.59
Low 84.86 84.95 0.09 0.1% 84.86
Close 85.63 85.28 -0.35 -0.4% 85.63
Range 2.16 1.50 -0.66 -30.6% 2.73
ATR 1.83 1.80 -0.02 -1.3% 0.00
Volume 184,018 288,958 104,940 57.0% 575,335
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 90.06 89.17 86.11
R3 88.56 87.67 85.69
R2 87.06 87.06 85.56
R1 86.17 86.17 85.42 85.87
PP 85.56 85.56 85.56 85.41
S1 84.67 84.67 85.14 84.37
S2 84.06 84.06 85.01
S3 82.56 83.17 84.87
S4 81.06 81.67 84.46
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.22 92.65 87.13
R3 91.49 89.92 86.38
R2 88.76 88.76 86.13
R1 87.19 87.19 85.88 87.98
PP 86.03 86.03 86.03 86.42
S1 84.46 84.46 85.38 85.25
S2 83.30 83.30 85.13
S3 80.57 81.73 84.88
S4 77.84 79.00 84.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.59 84.86 2.73 3.2% 1.49 1.7% 15% False False 172,858
10 87.59 80.71 6.88 8.1% 1.63 1.9% 66% False False 122,466
20 87.59 79.27 8.32 9.8% 1.76 2.1% 72% False False 99,570
40 87.59 74.22 13.37 15.7% 1.89 2.2% 83% False False 74,616
60 87.59 70.75 16.84 19.7% 2.02 2.4% 86% False False 62,415
80 87.59 70.75 16.84 19.7% 1.93 2.3% 86% False False 51,940
100 87.59 70.75 16.84 19.7% 1.96 2.3% 86% False False 45,869
120 87.59 70.75 16.84 19.7% 1.99 2.3% 86% False False 40,770
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.83
2.618 90.38
1.618 88.88
1.000 87.95
0.618 87.38
HIGH 86.45
0.618 85.88
0.500 85.70
0.382 85.52
LOW 84.95
0.618 84.02
1.000 83.45
1.618 82.52
2.618 81.02
4.250 78.58
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 85.70 85.94
PP 85.56 85.72
S1 85.42 85.50

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

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