NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 16-Apr-2010
Day Change Summary
Previous Current
15-Apr-2010 16-Apr-2010 Change Change % Previous Week
Open 86.74 86.56 -0.18 -0.2% 85.83
High 87.26 86.67 -0.59 -0.7% 87.26
Low 86.20 83.91 -2.29 -2.7% 83.75
Close 86.75 84.67 -2.08 -2.4% 84.67
Range 1.06 2.76 1.70 160.4% 3.51
ATR 1.77 1.85 0.08 4.3% 0.00
Volume 325,996 261,587 -64,409 -19.8% 1,554,232
Daily Pivots for day following 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 93.36 91.78 86.19
R3 90.60 89.02 85.43
R2 87.84 87.84 85.18
R1 86.26 86.26 84.92 85.67
PP 85.08 85.08 85.08 84.79
S1 83.50 83.50 84.42 82.91
S2 82.32 82.32 84.16
S3 79.56 80.74 83.91
S4 76.80 77.98 83.15
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 95.76 93.72 86.60
R3 92.25 90.21 85.64
R2 88.74 88.74 85.31
R1 86.70 86.70 84.99 85.97
PP 85.23 85.23 85.23 84.86
S1 83.19 83.19 84.35 82.46
S2 81.72 81.72 84.03
S3 78.21 79.68 83.70
S4 74.70 76.17 82.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.26 83.75 3.51 4.1% 1.85 2.2% 26% False False 310,846
10 87.59 83.75 3.84 4.5% 1.70 2.0% 24% False False 212,956
20 87.59 79.27 8.32 9.8% 1.78 2.1% 65% False False 149,446
40 87.59 77.84 9.75 11.5% 1.84 2.2% 70% False False 102,477
60 87.59 70.75 16.84 19.9% 2.03 2.4% 83% False False 81,181
80 87.59 70.75 16.84 19.9% 1.94 2.3% 83% False False 66,729
100 87.59 70.75 16.84 19.9% 1.97 2.3% 83% False False 57,975
120 87.59 70.75 16.84 19.9% 2.00 2.4% 83% False False 50,752
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 0.31
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 98.40
2.618 93.90
1.618 91.14
1.000 89.43
0.618 88.38
HIGH 86.67
0.618 85.62
0.500 85.29
0.382 84.96
LOW 83.91
0.618 82.20
1.000 81.15
1.618 79.44
2.618 76.68
4.250 72.18
Fisher Pivots for day following 16-Apr-2010
Pivot 1 day 3 day
R1 85.29 85.59
PP 85.08 85.28
S1 84.88 84.98

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

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