NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 10-Feb-2010
Day Change Summary
Previous Current
09-Feb-2010 10-Feb-2010 Change Change % Previous Week
Open 75.77 76.31 0.54 0.7% 74.79
High 76.01 76.60 0.59 0.8% 80.22
Low 74.04 74.57 0.53 0.7% 71.64
Close 75.77 76.31 0.54 0.7% 72.97
Range 1.97 2.03 0.06 3.0% 8.58
ATR 2.13 2.12 -0.01 -0.3% 0.00
Volume 8,668 15,629 6,961 80.3% 47,505
Daily Pivots for day following 10-Feb-2010
Classic Woodie Camarilla DeMark
R4 81.92 81.14 77.43
R3 79.89 79.11 76.87
R2 77.86 77.86 76.68
R1 77.08 77.08 76.50 77.33
PP 75.83 75.83 75.83 75.95
S1 75.05 75.05 76.12 75.30
S2 73.80 73.80 75.94
S3 71.77 73.02 75.75
S4 69.74 70.99 75.19
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 100.68 95.41 77.69
R3 92.10 86.83 75.33
R2 83.52 83.52 74.54
R1 78.25 78.25 73.76 76.60
PP 74.94 74.94 74.94 74.12
S1 69.67 69.67 72.18 68.02
S2 66.36 66.36 71.40
S3 57.78 61.09 70.61
S4 49.20 52.51 68.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.08 71.64 7.44 9.7% 2.75 3.6% 63% False False 13,137
10 80.22 71.64 8.58 11.2% 2.41 3.2% 54% False False 11,114
20 83.21 71.64 11.57 15.2% 2.07 2.7% 40% False False 9,280
40 86.41 71.64 14.77 19.4% 1.75 2.3% 32% False False 6,516
60 86.41 71.64 14.77 19.4% 1.73 2.3% 32% False False 5,486
80 86.41 71.64 14.77 19.4% 1.74 2.3% 32% False False 4,978
100 86.41 70.06 16.35 21.4% 1.69 2.2% 38% False False 4,493
120 86.41 70.06 16.35 21.4% 1.64 2.1% 38% False False 4,265
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.23
2.618 81.91
1.618 79.88
1.000 78.63
0.618 77.85
HIGH 76.60
0.618 75.82
0.500 75.59
0.382 75.35
LOW 74.57
0.618 73.32
1.000 72.54
1.618 71.29
2.618 69.26
4.250 65.94
Fisher Pivots for day following 10-Feb-2010
Pivot 1 day 3 day
R1 76.07 75.75
PP 75.83 75.19
S1 75.59 74.64

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

View Archives - Comment on this page... - Back to Index of Symbols