NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 30-Apr-2010
Day Change Summary
Previous Current
29-Apr-2010 30-Apr-2010 Change Change % Previous Week
Open 85.70 87.54 1.84 2.1% 87.10
High 87.70 88.57 0.87 1.0% 88.57
Low 85.43 87.16 1.73 2.0% 83.80
Close 87.25 88.36 1.11 1.3% 88.36
Range 2.27 1.41 -0.86 -37.9% 4.77
ATR 1.86 1.83 -0.03 -1.7% 0.00
Volume 159,348 185,237 25,889 16.2% 753,750
Daily Pivots for day following 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.26 91.72 89.14
R3 90.85 90.31 88.75
R2 89.44 89.44 88.62
R1 88.90 88.90 88.49 89.17
PP 88.03 88.03 88.03 88.17
S1 87.49 87.49 88.23 87.76
S2 86.62 86.62 88.10
S3 85.21 86.08 87.97
S4 83.80 84.67 87.58
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 101.22 99.56 90.98
R3 96.45 94.79 89.67
R2 91.68 91.68 89.23
R1 90.02 90.02 88.80 90.85
PP 86.91 86.91 86.91 87.33
S1 85.25 85.25 87.92 86.08
S2 82.14 82.14 87.49
S3 77.37 80.48 87.05
S4 72.60 75.71 85.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.57 83.80 4.77 5.4% 1.90 2.2% 96% True False 150,750
10 88.57 83.60 4.97 5.6% 1.88 2.1% 96% True False 140,269
20 88.57 83.60 4.97 5.6% 1.73 2.0% 96% True False 117,524
40 88.57 79.70 8.87 10.0% 1.72 1.9% 98% True False 71,830
60 88.57 71.64 16.93 19.2% 1.88 2.1% 99% True False 51,917
80 88.57 71.64 16.93 19.2% 1.86 2.1% 99% True False 40,770
100 88.57 71.64 16.93 19.2% 1.78 2.0% 99% True False 33,313
120 88.57 71.64 16.93 19.2% 1.77 2.0% 99% True False 28,272
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.42
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 94.56
2.618 92.26
1.618 90.85
1.000 89.98
0.618 89.44
HIGH 88.57
0.618 88.03
0.500 87.87
0.382 87.70
LOW 87.16
0.618 86.29
1.000 85.75
1.618 84.88
2.618 83.47
4.250 81.17
Fisher Pivots for day following 30-Apr-2010
Pivot 1 day 3 day
R1 88.20 87.64
PP 88.03 86.91
S1 87.87 86.19

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

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