NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 80.68 81.22 0.54 0.7% 75.97
High 80.87 81.40 0.53 0.7% 81.40
Low 78.25 79.44 1.19 1.5% 75.73
Close 80.68 81.22 0.54 0.7% 81.22
Range 2.62 1.96 -0.66 -25.2% 5.67
ATR 2.20 2.18 -0.02 -0.8% 0.00
Volume 7,691 10,250 2,559 33.3% 34,927
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 86.57 85.85 82.30
R3 84.61 83.89 81.76
R2 82.65 82.65 81.58
R1 81.93 81.93 81.40 82.20
PP 80.69 80.69 80.69 80.82
S1 79.97 79.97 81.04 80.24
S2 78.73 78.73 80.86
S3 76.77 78.01 80.68
S4 74.81 76.05 80.14
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 96.46 94.51 84.34
R3 90.79 88.84 82.78
R2 85.12 85.12 82.26
R1 83.17 83.17 81.74 84.15
PP 79.45 79.45 79.45 79.94
S1 77.50 77.50 80.70 78.48
S2 73.78 73.78 80.18
S3 68.11 71.83 79.66
S4 62.44 66.16 78.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.40 74.65 6.75 8.3% 2.24 2.8% 97% True False 9,580
10 81.40 71.64 9.76 12.0% 2.28 2.8% 98% True False 11,113
20 81.40 71.64 9.76 12.0% 2.22 2.7% 98% True False 9,906
40 86.41 71.64 14.77 18.2% 1.86 2.3% 65% False False 7,337
60 86.41 71.64 14.77 18.2% 1.82 2.2% 65% False False 6,180
80 86.41 71.64 14.77 18.2% 1.79 2.2% 65% False False 5,424
100 86.41 70.45 15.96 19.7% 1.74 2.1% 67% False False 4,890
120 86.41 70.06 16.35 20.1% 1.69 2.1% 68% False False 4,597
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.73
2.618 86.53
1.618 84.57
1.000 83.36
0.618 82.61
HIGH 81.40
0.618 80.65
0.500 80.42
0.382 80.19
LOW 79.44
0.618 78.23
1.000 77.48
1.618 76.27
2.618 74.31
4.250 71.11
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 80.95 80.76
PP 80.69 80.29
S1 80.42 79.83

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

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