NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 88.82 88.60 -0.22 -0.2% 86.22
High 89.55 89.00 -0.55 -0.6% 89.06
Low 88.43 87.18 -1.25 -1.4% 85.25
Close 88.82 87.76 -1.06 -1.2% 89.07
Range 1.12 1.82 0.70 62.5% 3.81
ATR 1.59 1.61 0.02 1.0% 0.00
Volume 30,503 28,002 -2,501 -8.2% 162,993
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 93.44 92.42 88.76
R3 91.62 90.60 88.26
R2 89.80 89.80 88.09
R1 88.78 88.78 87.93 88.38
PP 87.98 87.98 87.98 87.78
S1 86.96 86.96 87.59 86.56
S2 86.16 86.16 87.43
S3 84.34 85.14 87.26
S4 82.52 83.32 86.76
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% 1.66 1.9% 49% False False 33,094
10 89.58 85.25 4.33 4.9% 1.62 1.8% 58% False False 34,881
20 89.58 83.25 6.33 7.2% 1.43 1.6% 71% False False 28,973
40 89.58 80.28 9.30 10.6% 1.51 1.7% 80% False False 18,697
60 89.58 72.43 17.15 19.5% 1.69 1.9% 89% False False 14,640
80 89.58 72.43 17.15 19.5% 1.54 1.8% 89% False False 11,886
100 89.58 72.43 17.15 19.5% 1.43 1.6% 89% False False 10,021
120 89.58 72.43 17.15 19.5% 1.38 1.6% 89% False False 8,745
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.74
2.618 93.76
1.618 91.94
1.000 90.82
0.618 90.12
HIGH 89.00
0.618 88.30
0.500 88.09
0.382 87.88
LOW 87.18
0.618 86.06
1.000 85.36
1.618 84.24
2.618 82.42
4.250 79.45
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 88.09 88.35
PP 87.98 88.15
S1 87.87 87.96

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

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