NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 16-Feb-2010
Day Change Summary
Previous Current
12-Feb-2010 16-Feb-2010 Change Change % Previous Week
Open 76.77 75.97 -0.80 -1.0% 73.76
High 76.84 79.04 2.20 2.9% 77.50
Low 74.65 75.73 1.08 1.4% 72.67
Close 76.08 78.91 2.83 3.7% 76.08
Range 2.19 3.31 1.12 51.1% 4.83
ATR 2.16 2.25 0.08 3.8% 0.00
Volume 12,976 10,683 -2,293 -17.7% 65,634
Daily Pivots for day following 16-Feb-2010
Classic Woodie Camarilla DeMark
R4 87.82 86.68 80.73
R3 84.51 83.37 79.82
R2 81.20 81.20 79.52
R1 80.06 80.06 79.21 80.63
PP 77.89 77.89 77.89 78.18
S1 76.75 76.75 78.61 77.32
S2 74.58 74.58 78.30
S3 71.27 73.44 78.00
S4 67.96 70.13 77.09
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 79.04 74.04 5.00 6.3% 2.35 3.0% 97% True False 10,951
10 80.22 71.64 8.58 10.9% 2.58 3.3% 85% False False 11,501
20 81.53 71.64 9.89 12.5% 2.23 2.8% 74% False False 9,777
40 86.41 71.64 14.77 18.7% 1.86 2.4% 49% False False 7,018
60 86.41 71.64 14.77 18.7% 1.78 2.3% 49% False False 5,872
80 86.41 71.64 14.77 18.7% 1.79 2.3% 49% False False 5,241
100 86.41 70.06 16.35 20.7% 1.74 2.2% 54% False False 4,748
120 86.41 70.06 16.35 20.7% 1.68 2.1% 54% False False 4,451
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 93.11
2.618 87.71
1.618 84.40
1.000 82.35
0.618 81.09
HIGH 79.04
0.618 77.78
0.500 77.39
0.382 76.99
LOW 75.73
0.618 73.68
1.000 72.42
1.618 70.37
2.618 67.06
4.250 61.66
Fisher Pivots for day following 16-Feb-2010
Pivot 1 day 3 day
R1 78.40 78.22
PP 77.89 77.53
S1 77.39 76.85

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

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