NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 82.82 83.08 0.26 0.3% 81.00
High 83.30 83.61 0.31 0.4% 83.30
Low 81.83 82.20 0.37 0.5% 79.24
Close 82.82 83.25 0.43 0.5% 82.82
Range 1.47 1.41 -0.06 -4.1% 4.06
ATR 2.03 1.98 -0.04 -2.2% 0.00
Volume 25,655 15,567 -10,088 -39.3% 86,815
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 87.25 86.66 84.03
R3 85.84 85.25 83.64
R2 84.43 84.43 83.51
R1 83.84 83.84 83.38 84.14
PP 83.02 83.02 83.02 83.17
S1 82.43 82.43 83.12 82.73
S2 81.61 81.61 82.99
S3 80.20 81.02 82.86
S4 78.79 79.61 82.47
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 93.97 92.45 85.05
R3 89.91 88.39 83.94
R2 85.85 85.85 83.56
R1 84.33 84.33 83.19 85.09
PP 81.79 81.79 81.79 82.17
S1 80.27 80.27 82.45 81.03
S2 77.73 77.73 82.08
S3 73.67 76.21 81.70
S4 69.61 72.15 80.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.61 79.59 4.02 4.8% 1.60 1.9% 91% True False 17,804
10 83.61 78.24 5.37 6.5% 1.91 2.3% 93% True False 15,339
20 83.61 72.67 10.94 13.1% 1.94 2.3% 97% True False 13,159
40 86.41 71.64 14.77 17.7% 2.01 2.4% 79% False False 10,446
60 86.41 71.64 14.77 17.7% 1.82 2.2% 79% False False 8,170
80 86.41 71.64 14.77 17.7% 1.78 2.1% 79% False False 6,931
100 86.41 71.64 14.77 17.7% 1.76 2.1% 79% False False 6,262
120 86.41 70.06 16.35 19.6% 1.72 2.1% 81% False False 5,620
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 89.60
2.618 87.30
1.618 85.89
1.000 85.02
0.618 84.48
HIGH 83.61
0.618 83.07
0.500 82.91
0.382 82.74
LOW 82.20
0.618 81.33
1.000 80.79
1.618 79.92
2.618 78.51
4.250 76.21
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 83.14 82.94
PP 83.02 82.63
S1 82.91 82.33

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

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