NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 17-Feb-2010
Day Change Summary
Previous Current
16-Feb-2010 17-Feb-2010 Change Change % Previous Week
Open 75.97 79.17 3.20 4.2% 73.76
High 79.04 79.64 0.60 0.8% 77.50
Low 75.73 78.50 2.77 3.7% 72.67
Close 78.91 79.17 0.26 0.3% 76.08
Range 3.31 1.14 -2.17 -65.6% 4.83
ATR 2.25 2.17 -0.08 -3.5% 0.00
Volume 10,683 6,303 -4,380 -41.0% 65,634
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 82.52 81.99 79.80
R3 81.38 80.85 79.48
R2 80.24 80.24 79.38
R1 79.71 79.71 79.27 79.74
PP 79.10 79.10 79.10 79.12
S1 78.57 78.57 79.07 78.60
S2 77.96 77.96 78.96
S3 76.82 77.43 78.86
S4 75.68 76.29 78.54
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 79.64 74.57 5.07 6.4% 2.19 2.8% 91% True False 10,478
10 80.22 71.64 8.58 10.8% 2.41 3.0% 88% False False 11,480
20 80.77 71.64 9.13 11.5% 2.18 2.7% 82% False False 9,772
40 86.41 71.64 14.77 18.7% 1.83 2.3% 51% False False 7,047
60 86.41 71.64 14.77 18.7% 1.78 2.3% 51% False False 5,931
80 86.41 71.64 14.77 18.7% 1.77 2.2% 51% False False 5,267
100 86.41 70.06 16.35 20.7% 1.73 2.2% 56% False False 4,784
120 86.41 70.06 16.35 20.7% 1.67 2.1% 56% False False 4,491
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.35
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 84.49
2.618 82.62
1.618 81.48
1.000 80.78
0.618 80.34
HIGH 79.64
0.618 79.20
0.500 79.07
0.382 78.94
LOW 78.50
0.618 77.80
1.000 77.36
1.618 76.66
2.618 75.52
4.250 73.66
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 79.14 78.50
PP 79.10 77.82
S1 79.07 77.15

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

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