NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 86.97 86.85 -0.12 -0.1% 87.62
High 87.77 87.35 -0.42 -0.5% 88.08
Low 85.77 86.02 0.25 0.3% 85.75
Close 86.52 86.41 -0.11 -0.1% 86.52
Range 2.00 1.33 -0.67 -33.5% 2.33
ATR 1.74 1.71 -0.03 -1.7% 0.00
Volume 75,166 135,570 60,404 80.4% 257,116
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 90.58 89.83 87.14
R3 89.25 88.50 86.78
R2 87.92 87.92 86.65
R1 87.17 87.17 86.53 86.88
PP 86.59 86.59 86.59 86.45
S1 85.84 85.84 86.29 85.55
S2 85.26 85.26 86.17
S3 83.93 84.51 86.04
S4 82.60 83.18 85.68
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 93.77 92.48 87.80
R3 91.44 90.15 87.16
R2 89.11 89.11 86.95
R1 87.82 87.82 86.73 87.30
PP 86.78 86.78 86.78 86.53
S1 85.49 85.49 86.31 84.97
S2 84.45 84.45 86.09
S3 82.12 83.16 85.88
S4 79.79 80.83 85.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.08 85.75 2.33 2.7% 1.38 1.6% 28% False False 70,790
10 88.08 81.20 6.88 8.0% 1.56 1.8% 76% False False 53,075
20 88.08 79.70 8.38 9.7% 1.66 1.9% 80% False False 39,159
40 88.08 74.65 13.43 15.5% 1.78 2.1% 88% False False 27,118
60 88.08 71.64 16.44 19.0% 1.88 2.2% 90% False False 21,148
80 88.08 71.64 16.44 19.0% 1.78 2.1% 90% False False 16,859
100 88.08 71.64 16.44 19.0% 1.76 2.0% 90% False False 14,169
120 88.08 71.64 16.44 19.0% 1.76 2.0% 90% False False 12,393
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.00
2.618 90.83
1.618 89.50
1.000 88.68
0.618 88.17
HIGH 87.35
0.618 86.84
0.500 86.69
0.382 86.53
LOW 86.02
0.618 85.20
1.000 84.69
1.618 83.87
2.618 82.54
4.250 80.37
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 86.69 86.76
PP 86.59 86.64
S1 86.50 86.53

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

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