NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 83.08 82.75 -0.33 -0.4% 81.00
High 83.61 83.09 -0.52 -0.6% 83.30
Low 82.20 81.55 -0.65 -0.8% 79.24
Close 83.25 82.75 -0.50 -0.6% 82.82
Range 1.41 1.54 0.13 9.2% 4.06
ATR 1.98 1.96 -0.02 -1.0% 0.00
Volume 15,567 21,923 6,356 40.8% 86,815
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 87.08 86.46 83.60
R3 85.54 84.92 83.17
R2 84.00 84.00 83.03
R1 83.38 83.38 82.89 83.52
PP 82.46 82.46 82.46 82.54
S1 81.84 81.84 82.61 81.98
S2 80.92 80.92 82.47
S3 79.38 80.30 82.33
S4 77.84 78.76 81.90
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 80.61 3.00 3.6% 1.41 1.7% 71% False False 19,467
10 83.61 78.24 5.37 6.5% 1.89 2.3% 84% False False 16,209
20 83.61 74.04 9.57 11.6% 1.95 2.4% 91% False False 13,177
40 86.41 71.64 14.77 17.8% 2.01 2.4% 75% False False 10,914
60 86.41 71.64 14.77 17.8% 1.79 2.2% 75% False False 8,449
80 86.41 71.64 14.77 17.8% 1.77 2.1% 75% False False 7,162
100 86.41 71.64 14.77 17.8% 1.77 2.1% 75% False False 6,414
120 86.41 70.06 16.35 19.8% 1.72 2.1% 78% False False 5,779
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 89.64
2.618 87.12
1.618 85.58
1.000 84.63
0.618 84.04
HIGH 83.09
0.618 82.50
0.500 82.32
0.382 82.14
LOW 81.55
0.618 80.60
1.000 80.01
1.618 79.06
2.618 77.52
4.250 75.01
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 82.61 82.69
PP 82.46 82.64
S1 82.32 82.58

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

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