NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 14-Apr-2010
Day Change Summary
Previous Current
13-Apr-2010 14-Apr-2010 Change Change % Previous Week
Open 86.26 85.96 -0.30 -0.3% 87.62
High 86.50 88.02 1.52 1.8% 88.08
Low 85.06 85.94 0.88 1.0% 85.75
Close 86.16 87.71 1.55 1.8% 86.52
Range 1.44 2.08 0.64 44.4% 2.33
ATR 1.69 1.72 0.03 1.6% 0.00
Volume 120,134 176,618 56,484 47.0% 257,116
Daily Pivots for day following 14-Apr-2010
Classic Woodie Camarilla DeMark
R4 93.46 92.67 88.85
R3 91.38 90.59 88.28
R2 89.30 89.30 88.09
R1 88.51 88.51 87.90 88.91
PP 87.22 87.22 87.22 87.42
S1 86.43 86.43 87.52 86.83
S2 85.14 85.14 87.33
S3 83.06 84.35 87.14
S4 80.98 82.27 86.57
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 88.02 85.06 2.96 3.4% 1.65 1.9% 90% True False 114,797
10 88.08 83.04 5.04 5.7% 1.58 1.8% 93% False False 76,218
20 88.08 79.70 8.38 9.6% 1.60 1.8% 96% False False 52,127
40 88.08 78.24 9.84 11.2% 1.73 2.0% 96% False False 33,945
60 88.08 71.64 16.44 18.7% 1.90 2.2% 98% False False 25,889
80 88.08 71.64 16.44 18.7% 1.80 2.0% 98% False False 20,482
100 88.08 71.64 16.44 18.7% 1.76 2.0% 98% False False 17,101
120 88.08 71.64 16.44 18.7% 1.77 2.0% 98% False False 14,809
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 96.86
2.618 93.47
1.618 91.39
1.000 90.10
0.618 89.31
HIGH 88.02
0.618 87.23
0.500 86.98
0.382 86.73
LOW 85.94
0.618 84.65
1.000 83.86
1.618 82.57
2.618 80.49
4.250 77.10
Fisher Pivots for day following 14-Apr-2010
Pivot 1 day 3 day
R1 87.47 87.32
PP 87.22 86.93
S1 86.98 86.54

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

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