NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 19-Apr-2010
Day Change Summary
Previous Current
16-Apr-2010 19-Apr-2010 Change Change % Previous Week
Open 86.56 84.47 -2.09 -2.4% 85.83
High 86.67 84.47 -2.20 -2.5% 87.26
Low 83.91 82.05 -1.86 -2.2% 83.75
Close 84.67 83.13 -1.54 -1.8% 84.67
Range 2.76 2.42 -0.34 -12.3% 3.51
ATR 1.85 1.91 0.05 3.0% 0.00
Volume 261,587 360,600 99,013 37.9% 1,554,232
Daily Pivots for day following 19-Apr-2010
Classic Woodie Camarilla DeMark
R4 90.48 89.22 84.46
R3 88.06 86.80 83.80
R2 85.64 85.64 83.57
R1 84.38 84.38 83.35 83.80
PP 83.22 83.22 83.22 82.93
S1 81.96 81.96 82.91 81.38
S2 80.80 80.80 82.69
S3 78.38 79.54 82.46
S4 75.96 77.12 81.80
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 82.05 5.21 6.3% 2.04 2.5% 21% False True 325,174
10 87.59 82.05 5.54 6.7% 1.76 2.1% 19% False True 249,016
20 87.59 79.27 8.32 10.0% 1.78 2.1% 46% False False 163,290
40 87.59 77.84 9.75 11.7% 1.85 2.2% 54% False False 110,296
60 87.59 70.75 16.84 20.3% 2.03 2.4% 74% False False 86,654
80 87.59 70.75 16.84 20.3% 1.94 2.3% 74% False False 70,976
100 87.59 70.75 16.84 20.3% 1.98 2.4% 74% False False 61,432
120 87.59 70.75 16.84 20.3% 2.00 2.4% 74% False False 53,650
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.76
2.618 90.81
1.618 88.39
1.000 86.89
0.618 85.97
HIGH 84.47
0.618 83.55
0.500 83.26
0.382 82.97
LOW 82.05
0.618 80.55
1.000 79.63
1.618 78.13
2.618 75.71
4.250 71.77
Fisher Pivots for day following 19-Apr-2010
Pivot 1 day 3 day
R1 83.26 84.66
PP 83.22 84.15
S1 83.17 83.64

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

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