NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 88.51 89.02 0.51 0.6% 87.10
High 89.77 89.33 -0.44 -0.5% 88.57
Low 88.15 85.57 -2.58 -2.9% 83.80
Close 89.15 85.76 -3.39 -3.8% 88.36
Range 1.62 3.76 2.14 132.1% 4.77
ATR 1.81 1.95 0.14 7.7% 0.00
Volume 185,306 152,700 -32,606 -17.6% 753,750
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 98.17 95.72 87.83
R3 94.41 91.96 86.79
R2 90.65 90.65 86.45
R1 88.20 88.20 86.10 87.55
PP 86.89 86.89 86.89 86.56
S1 84.44 84.44 85.42 83.79
S2 83.13 83.13 85.07
S3 79.37 80.68 84.73
S4 75.61 76.92 83.69
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 89.77 83.80 5.97 7.0% 2.23 2.6% 33% False False 169,739
10 89.77 83.80 5.97 7.0% 2.07 2.4% 33% False False 153,301
20 89.77 83.60 6.17 7.2% 1.86 2.2% 35% False False 130,915
40 89.77 79.70 10.07 11.7% 1.78 2.1% 60% False False 79,250
60 89.77 72.67 17.10 19.9% 1.83 2.1% 77% False False 57,220
80 89.77 71.64 18.13 21.1% 1.89 2.2% 78% False False 44,848
100 89.77 71.64 18.13 21.1% 1.80 2.1% 78% False False 36,602
120 89.77 71.64 18.13 21.1% 1.78 2.1% 78% False False 31,037
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 False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 105.31
2.618 99.17
1.618 95.41
1.000 93.09
0.618 91.65
HIGH 89.33
0.618 87.89
0.500 87.45
0.382 87.01
LOW 85.57
0.618 83.25
1.000 81.81
1.618 79.49
2.618 75.73
4.250 69.59
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 87.45 87.67
PP 86.89 87.03
S1 86.32 86.40

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

View Archives - Comment on this page... - Back to Index of Symbols