NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 14-Apr-2010
Day Change Summary
Previous Current
13-Apr-2010 14-Apr-2010 Change Change % Previous Week
Open 85.34 84.85 -0.49 -0.6% 85.62
High 85.43 87.12 1.69 2.0% 87.59
Low 83.75 84.85 1.10 1.3% 84.86
Close 85.11 86.73 1.62 1.9% 85.63
Range 1.68 2.27 0.59 35.1% 2.73
ATR 1.80 1.83 0.03 1.9% 0.00
Volume 288,555 389,136 100,581 34.9% 575,335
Daily Pivots for day following 14-Apr-2010
Classic Woodie Camarilla DeMark
R4 93.04 92.16 87.98
R3 90.77 89.89 87.35
R2 88.50 88.50 87.15
R1 87.62 87.62 86.94 88.06
PP 86.23 86.23 86.23 86.46
S1 85.35 85.35 86.52 85.79
S2 83.96 83.96 86.31
S3 81.69 83.08 86.11
S4 79.42 80.81 85.48
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 87.12 83.75 3.37 3.9% 1.82 2.1% 88% True False 264,443
10 87.59 82.63 4.96 5.7% 1.69 1.9% 83% False False 173,853
20 87.59 79.27 8.32 9.6% 1.71 2.0% 90% False False 127,417
40 87.59 77.69 9.90 11.4% 1.85 2.1% 91% False False 89,380
60 87.59 70.75 16.84 19.4% 2.04 2.3% 95% False False 72,537
80 87.59 70.75 16.84 19.4% 1.94 2.2% 95% False False 59,902
100 87.59 70.75 16.84 19.4% 1.96 2.3% 95% False False 52,361
120 87.59 70.75 16.84 19.4% 2.01 2.3% 95% False False 46,206
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 96.77
2.618 93.06
1.618 90.79
1.000 89.39
0.618 88.52
HIGH 87.12
0.618 86.25
0.500 85.99
0.382 85.72
LOW 84.85
0.618 83.45
1.000 82.58
1.618 81.18
2.618 78.91
4.250 75.20
Fisher Pivots for day following 14-Apr-2010
Pivot 1 day 3 day
R1 86.48 86.30
PP 86.23 85.87
S1 85.99 85.44

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

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