NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 89.28 90.87 1.59 1.8% 88.82
High 90.51 92.21 1.70 1.9% 90.51
Low 89.09 90.30 1.21 1.4% 86.64
Close 90.41 91.67 1.26 1.4% 90.41
Range 1.42 1.91 0.49 34.5% 3.87
ATR 1.62 1.65 0.02 1.3% 0.00
Volume 46,550 35,885 -10,665 -22.9% 202,934
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 97.12 96.31 92.72
R3 95.21 94.40 92.20
R2 93.30 93.30 92.02
R1 92.49 92.49 91.85 92.90
PP 91.39 91.39 91.39 91.60
S1 90.58 90.58 91.49 90.99
S2 89.48 89.48 91.32
S3 87.57 88.67 91.14
S4 85.66 86.76 90.62
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 100.80 99.47 92.54
R3 96.93 95.60 91.47
R2 93.06 93.06 91.12
R1 91.73 91.73 90.76 92.40
PP 89.19 89.19 89.19 89.52
S1 87.86 87.86 90.06 88.53
S2 85.32 85.32 89.70
S3 81.45 83.99 89.35
S4 77.58 80.12 88.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.21 86.64 5.57 6.1% 1.77 1.9% 90% True False 41,663
10 92.21 86.03 6.18 6.7% 1.62 1.8% 91% True False 36,836
20 92.21 85.25 6.96 7.6% 1.52 1.7% 92% True False 35,404
40 92.21 80.45 11.76 12.8% 1.54 1.7% 95% True False 22,406
60 92.21 72.43 19.78 21.6% 1.66 1.8% 97% True False 17,328
80 92.21 72.43 19.78 21.6% 1.58 1.7% 97% True False 14,026
100 92.21 72.43 19.78 21.6% 1.45 1.6% 97% True False 11,695
120 92.21 72.43 19.78 21.6% 1.40 1.5% 97% True False 10,140
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 0.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.33
2.618 97.21
1.618 95.30
1.000 94.12
0.618 93.39
HIGH 92.21
0.618 91.48
0.500 91.26
0.382 91.03
LOW 90.30
0.618 89.12
1.000 88.39
1.618 87.21
2.618 85.30
4.250 82.18
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 91.53 91.12
PP 91.39 90.58
S1 91.26 90.03

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

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