NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 83.18 84.14 0.96 1.2% 81.52
High 84.65 86.02 1.37 1.6% 82.92
Low 83.04 84.10 1.06 1.3% 79.70
Close 84.57 85.78 1.21 1.4% 80.96
Range 1.61 1.92 0.31 19.3% 3.22
ATR 1.83 1.84 0.01 0.4% 0.00
Volume 30,616 42,129 11,513 37.6% 131,933
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 91.06 90.34 86.84
R3 89.14 88.42 86.31
R2 87.22 87.22 86.13
R1 86.50 86.50 85.96 86.86
PP 85.30 85.30 85.30 85.48
S1 84.58 84.58 85.60 84.94
S2 83.38 83.38 85.43
S3 81.46 82.66 85.25
S4 79.54 80.74 84.72
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.85 89.13 82.73
R3 87.63 85.91 81.85
R2 84.41 84.41 81.55
R1 82.69 82.69 81.26 81.94
PP 81.19 81.19 81.19 80.82
S1 79.47 79.47 80.66 78.72
S2 77.97 77.97 80.37
S3 74.75 76.25 80.07
S4 71.53 73.03 79.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.02 80.50 5.52 6.4% 1.74 2.0% 96% True False 34,007
10 86.02 79.70 6.32 7.4% 1.77 2.1% 96% True False 30,588
20 86.02 79.70 6.32 7.4% 1.71 2.0% 96% True False 26,137
40 86.02 71.64 14.38 16.8% 1.96 2.3% 98% True False 19,113
60 86.41 71.64 14.77 17.2% 1.91 2.2% 96% False False 15,185
80 86.41 71.64 14.77 17.2% 1.79 2.1% 96% False False 12,261
100 86.41 71.64 14.77 17.2% 1.78 2.1% 96% False False 10,421
120 86.41 71.64 14.77 17.2% 1.74 2.0% 96% False False 9,268
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.18
2.618 91.05
1.618 89.13
1.000 87.94
0.618 87.21
HIGH 86.02
0.618 85.29
0.500 85.06
0.382 84.83
LOW 84.10
0.618 82.91
1.000 82.18
1.618 80.99
2.618 79.07
4.250 75.94
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 85.54 85.29
PP 85.30 84.80
S1 85.06 84.32

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

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