NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 07-May-2010
Day Change Summary
Previous Current
06-May-2010 07-May-2010 Change Change % Previous Week
Open 85.38 82.46 -2.92 -3.4% 90.87
High 85.75 83.56 -2.19 -2.6% 92.21
Low 80.36 80.43 0.07 0.1% 80.36
Close 82.70 81.22 -1.48 -1.8% 81.22
Range 5.39 3.13 -2.26 -41.9% 11.85
ATR 2.17 2.24 0.07 3.2% 0.00
Volume 48,757 49,521 764 1.6% 209,996
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 91.13 89.30 82.94
R3 88.00 86.17 82.08
R2 84.87 84.87 81.79
R1 83.04 83.04 81.51 82.39
PP 81.74 81.74 81.74 81.41
S1 79.91 79.91 80.93 79.26
S2 78.61 78.61 80.65
S3 75.48 76.78 80.36
S4 72.35 73.65 79.50
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 120.15 112.53 87.74
R3 108.30 100.68 84.48
R2 96.45 96.45 83.39
R1 88.83 88.83 82.31 86.72
PP 84.60 84.60 84.60 83.54
S1 76.98 76.98 80.13 74.87
S2 72.75 72.75 79.05
S3 60.90 65.13 77.96
S4 49.05 53.28 74.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.21 80.36 11.85 14.6% 3.56 4.4% 7% False False 41,999
10 92.21 80.36 11.85 14.6% 2.58 3.2% 7% False False 41,293
20 92.21 80.36 11.85 14.6% 2.07 2.5% 7% False False 39,731
40 92.21 80.36 11.85 14.6% 1.80 2.2% 7% False False 25,818
60 92.21 75.78 16.43 20.2% 1.76 2.2% 33% False False 19,628
80 92.21 72.43 19.78 24.4% 1.72 2.1% 44% False False 16,060
100 92.21 72.43 19.78 24.4% 1.55 1.9% 44% False False 13,296
120 92.21 72.43 19.78 24.4% 1.49 1.8% 44% False False 11,512
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.86
2.618 91.75
1.618 88.62
1.000 86.69
0.618 85.49
HIGH 83.56
0.618 82.36
0.500 82.00
0.382 81.63
LOW 80.43
0.618 78.50
1.000 77.30
1.618 75.37
2.618 72.24
4.250 67.13
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 82.00 84.37
PP 81.74 83.32
S1 81.48 82.27

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

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