NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 80.07 80.84 0.77 1.0% 81.52
High 82.05 82.20 0.15 0.2% 81.86
Low 79.59 80.61 1.02 1.3% 78.24
Close 80.81 82.00 1.19 1.5% 80.71
Range 2.46 1.59 -0.87 -35.4% 3.62
ATR 2.16 2.12 -0.04 -1.9% 0.00
Volume 13,607 14,115 508 3.7% 60,244
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.37 85.78 82.87
R3 84.78 84.19 82.44
R2 83.19 83.19 82.29
R1 82.60 82.60 82.15 82.90
PP 81.60 81.60 81.60 81.75
S1 81.01 81.01 81.85 81.31
S2 80.01 80.01 81.71
S3 78.42 79.42 81.56
S4 76.83 77.83 81.13
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 91.13 89.54 82.70
R3 87.51 85.92 81.71
R2 83.89 83.89 81.37
R1 82.30 82.30 81.04 81.29
PP 80.27 80.27 80.27 79.76
S1 78.68 78.68 80.38 77.67
S2 76.65 76.65 80.05
S3 73.03 75.06 79.71
S4 69.41 71.44 78.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.20 78.24 3.96 4.8% 2.30 2.8% 95% True False 13,256
10 82.20 78.24 3.96 4.8% 2.06 2.5% 95% True False 11,926
20 82.20 71.64 10.56 12.9% 2.23 2.7% 98% True False 11,703
40 86.41 71.64 14.77 18.0% 2.00 2.4% 70% False False 9,347
60 86.41 71.64 14.77 18.0% 1.84 2.2% 70% False False 7,384
80 86.41 71.64 14.77 18.0% 1.79 2.2% 70% False False 6,284
100 86.41 71.64 14.77 18.0% 1.77 2.2% 70% False False 5,721
120 86.41 70.06 16.35 19.9% 1.73 2.1% 73% False False 5,224
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 0.29
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 88.96
2.618 86.36
1.618 84.77
1.000 83.79
0.618 83.18
HIGH 82.20
0.618 81.59
0.500 81.41
0.382 81.22
LOW 80.61
0.618 79.63
1.000 79.02
1.618 78.04
2.618 76.45
4.250 73.85
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 81.80 81.57
PP 81.60 81.15
S1 81.41 80.72

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

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