NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 87.39 88.82 1.43 1.6% 86.22
High 89.06 89.55 0.49 0.6% 89.06
Low 87.14 88.43 1.29 1.5% 85.25
Close 89.07 88.82 -0.25 -0.3% 89.07
Range 1.92 1.12 -0.80 -41.7% 3.81
ATR 1.63 1.59 -0.04 -2.2% 0.00
Volume 37,930 30,503 -7,427 -19.6% 162,993
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.29 91.68 89.44
R3 91.17 90.56 89.13
R2 90.05 90.05 89.03
R1 89.44 89.44 88.92 89.38
PP 88.93 88.93 88.93 88.91
S1 88.32 88.32 88.72 88.26
S2 87.81 87.81 88.61
S3 86.69 87.20 88.51
S4 85.57 86.08 88.20
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 99.22 97.96 91.17
R3 95.41 94.15 90.12
R2 91.60 91.60 89.77
R1 90.34 90.34 89.42 90.97
PP 87.79 87.79 87.79 88.11
S1 86.53 86.53 88.72 87.16
S2 83.98 83.98 88.37
S3 80.17 82.72 88.02
S4 76.36 78.91 86.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.55 86.03 3.52 4.0% 1.48 1.7% 79% True False 32,010
10 89.58 85.25 4.33 4.9% 1.57 1.8% 82% False False 35,857
20 89.58 81.89 7.69 8.7% 1.45 1.6% 90% False False 27,879
40 89.58 79.86 9.72 10.9% 1.52 1.7% 92% False False 18,208
60 89.58 72.43 17.15 19.3% 1.68 1.9% 96% False False 14,244
80 89.58 72.43 17.15 19.3% 1.53 1.7% 96% False False 11,546
100 89.58 72.43 17.15 19.3% 1.41 1.6% 96% False False 9,759
120 89.58 72.43 17.15 19.3% 1.36 1.5% 96% False False 8,530
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.40
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.31
2.618 92.48
1.618 91.36
1.000 90.67
0.618 90.24
HIGH 89.55
0.618 89.12
0.500 88.99
0.382 88.86
LOW 88.43
0.618 87.74
1.000 87.31
1.618 86.62
2.618 85.50
4.250 83.67
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 88.99 88.48
PP 88.93 88.13
S1 88.88 87.79

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

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