NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 86.20 86.09 -0.11 -0.1% 85.22
High 87.15 86.24 -0.91 -1.0% 86.50
Low 85.83 82.05 -3.78 -4.4% 81.29
Close 86.19 82.74 -3.45 -4.0% 86.15
Range 1.32 4.19 2.87 217.4% 5.21
ATR 1.93 2.09 0.16 8.4% 0.00
Volume 392,139 324,726 -67,413 -17.2% 1,916,899
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 96.25 93.68 85.04
R3 92.06 89.49 83.89
R2 87.87 87.87 83.51
R1 85.30 85.30 83.12 84.49
PP 83.68 83.68 83.68 83.27
S1 81.11 81.11 82.36 80.30
S2 79.49 79.49 81.97
S3 75.30 76.92 81.59
S4 71.11 72.73 80.44
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 100.28 98.42 89.02
R3 95.07 93.21 87.58
R2 89.86 89.86 87.11
R1 88.00 88.00 86.63 88.93
PP 84.65 84.65 84.65 85.11
S1 82.79 82.79 85.67 83.72
S2 79.44 79.44 85.19
S3 74.23 77.58 84.72
S4 69.02 72.37 83.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.15 81.29 5.86 7.1% 2.32 2.8% 25% False False 394,818
10 87.15 81.29 5.86 7.1% 2.25 2.7% 25% False False 383,997
20 87.53 81.29 6.24 7.5% 2.03 2.4% 23% False False 329,393
40 87.59 79.27 8.32 10.1% 1.92 2.3% 42% False False 202,084
60 87.59 72.08 15.51 18.7% 1.98 2.4% 69% False False 150,100
80 87.59 70.75 16.84 20.4% 2.04 2.5% 71% False False 120,846
100 87.59 70.75 16.84 20.4% 1.96 2.4% 71% False False 100,928
120 87.59 70.75 16.84 20.4% 1.99 2.4% 71% False False 87,263
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 0.47
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 104.05
2.618 97.21
1.618 93.02
1.000 90.43
0.618 88.83
HIGH 86.24
0.618 84.64
0.500 84.15
0.382 83.65
LOW 82.05
0.618 79.46
1.000 77.86
1.618 75.27
2.618 71.08
4.250 64.24
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 84.15 84.60
PP 83.68 83.98
S1 83.21 83.36

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

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