NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 77.21 76.77 -0.44 -0.6% 73.76
High 77.50 76.84 -0.66 -0.9% 77.50
Low 75.24 74.65 -0.59 -0.8% 72.67
Close 77.21 76.08 -1.13 -1.5% 76.08
Range 2.26 2.19 -0.07 -3.1% 4.83
ATR 2.13 2.16 0.03 1.4% 0.00
Volume 6,803 12,976 6,173 90.7% 65,634
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 82.43 81.44 77.28
R3 80.24 79.25 76.68
R2 78.05 78.05 76.48
R1 77.06 77.06 76.28 76.46
PP 75.86 75.86 75.86 75.56
S1 74.87 74.87 75.88 74.27
S2 73.67 73.67 75.68
S3 71.48 72.68 75.48
S4 69.29 70.49 74.88
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 89.91 87.82 78.74
R3 85.08 82.99 77.41
R2 80.25 80.25 76.97
R1 78.16 78.16 76.52 79.21
PP 75.42 75.42 75.42 75.94
S1 73.33 73.33 75.64 74.38
S2 70.59 70.59 75.19
S3 65.76 68.50 74.75
S4 60.93 63.67 73.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.50 72.67 4.83 6.3% 1.97 2.6% 71% False False 13,126
10 80.22 71.64 8.58 11.3% 2.48 3.3% 52% False False 11,313
20 81.90 71.64 10.26 13.5% 2.13 2.8% 43% False False 9,530
40 86.41 71.64 14.77 19.4% 1.81 2.4% 30% False False 6,878
60 86.41 71.64 14.77 19.4% 1.75 2.3% 30% False False 5,719
80 86.41 71.64 14.77 19.4% 1.76 2.3% 30% False False 5,152
100 86.41 70.06 16.35 21.5% 1.72 2.3% 37% False False 4,669
120 86.41 70.06 16.35 21.5% 1.66 2.2% 37% False False 4,373
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.15
2.618 82.57
1.618 80.38
1.000 79.03
0.618 78.19
HIGH 76.84
0.618 76.00
0.500 75.75
0.382 75.49
LOW 74.65
0.618 73.30
1.000 72.46
1.618 71.11
2.618 68.92
4.250 65.34
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 75.97 76.07
PP 75.86 76.05
S1 75.75 76.04

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

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