NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 09-Apr-2010
Day Change Summary
Previous Current
08-Apr-2010 09-Apr-2010 Change Change % Previous Week
Open 87.78 87.80 0.02 0.0% 88.23
High 88.05 88.79 0.74 0.8% 88.80
Low 86.92 87.09 0.17 0.2% 86.88
Close 87.78 87.80 0.02 0.0% 87.80
Range 1.13 1.70 0.57 50.4% 1.92
ATR 1.57 1.58 0.01 0.6% 0.00
Volume 30,191 24,596 -5,595 -18.5% 105,068
Daily Pivots for day following 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.99 92.10 88.74
R3 91.29 90.40 88.27
R2 89.59 89.59 88.11
R1 88.70 88.70 87.96 88.65
PP 87.89 87.89 87.89 87.87
S1 87.00 87.00 87.64 86.95
S2 86.19 86.19 87.49
S3 84.49 85.30 87.33
S4 82.79 83.60 86.87
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 93.59 92.61 88.86
R3 91.67 90.69 88.33
R2 89.75 89.75 88.15
R1 88.77 88.77 87.98 88.30
PP 87.83 87.83 87.83 87.59
S1 86.85 86.85 87.62 86.38
S2 85.91 85.91 87.45
S3 83.99 84.93 87.27
S4 82.07 83.01 86.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.80 86.88 1.92 2.2% 1.26 1.4% 48% False False 21,013
10 88.80 81.32 7.48 8.5% 1.38 1.6% 87% False False 15,473
20 88.80 80.45 8.35 9.5% 1.52 1.7% 88% False False 11,904
40 88.80 75.78 13.02 14.8% 1.61 1.8% 92% False False 9,576
60 88.80 72.43 16.37 18.6% 1.60 1.8% 94% False False 8,169
80 88.80 72.43 16.37 18.6% 1.42 1.6% 94% False False 6,687
100 88.80 72.43 16.37 18.6% 1.38 1.6% 94% False False 5,868
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 96.02
2.618 93.24
1.618 91.54
1.000 90.49
0.618 89.84
HIGH 88.79
0.618 88.14
0.500 87.94
0.382 87.74
LOW 87.09
0.618 86.04
1.000 85.39
1.618 84.34
2.618 82.64
4.250 79.87
Fisher Pivots for day following 09-Apr-2010
Pivot 1 day 3 day
R1 87.94 87.86
PP 87.89 87.84
S1 87.85 87.82

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

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