NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 81.52 82.56 1.04 1.3% 82.22
High 82.50 82.92 0.42 0.5% 84.00
Low 79.70 81.65 1.95 2.4% 80.15
Close 82.38 82.63 0.25 0.3% 81.77
Range 2.80 1.27 -1.53 -54.6% 3.85
ATR 1.96 1.91 -0.05 -2.5% 0.00
Volume 23,490 25,253 1,763 7.5% 120,506
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.21 85.69 83.33
R3 84.94 84.42 82.98
R2 83.67 83.67 82.86
R1 83.15 83.15 82.75 83.41
PP 82.40 82.40 82.40 82.53
S1 81.88 81.88 82.51 82.14
S2 81.13 81.13 82.40
S3 79.86 80.61 82.28
S4 78.59 79.34 81.93
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 93.52 91.50 83.89
R3 89.67 87.65 82.83
R2 85.82 85.82 82.48
R1 83.80 83.80 82.12 82.89
PP 81.97 81.97 81.97 81.52
S1 79.95 79.95 81.42 79.04
S2 78.12 78.12 81.06
S3 74.27 76.10 80.71
S4 70.42 72.25 79.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.00 79.70 4.30 5.2% 1.69 2.0% 68% False False 26,373
10 84.14 79.70 4.44 5.4% 1.83 2.2% 66% False False 23,834
20 84.14 78.24 5.90 7.1% 1.86 2.2% 74% False False 20,022
40 84.14 71.64 12.50 15.1% 2.01 2.4% 88% False False 15,161
60 86.41 71.64 14.77 17.9% 1.84 2.2% 74% False False 11,852
80 86.41 71.64 14.77 17.9% 1.82 2.2% 74% False False 9,856
100 86.41 71.64 14.77 17.9% 1.78 2.2% 74% False False 8,496
120 86.41 70.46 15.95 19.3% 1.77 2.1% 76% False False 7,578
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 3 trading days
Fibonacci Retracements and Extensions
4.250 88.32
2.618 86.24
1.618 84.97
1.000 84.19
0.618 83.70
HIGH 82.92
0.618 82.43
0.500 82.29
0.382 82.14
LOW 81.65
0.618 80.87
1.000 80.38
1.618 79.60
2.618 78.33
4.250 76.25
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 82.52 82.25
PP 82.40 81.86
S1 82.29 81.48

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

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