NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 10-Mar-2010
Day Change Summary
Previous Current
09-Mar-2010 10-Mar-2010 Change Change % Previous Week
Open 83.21 83.55 0.34 0.4% 81.55
High 83.49 84.50 1.01 1.2% 83.60
Low 81.99 82.66 0.67 0.8% 79.56
Close 83.14 83.55 0.41 0.5% 83.18
Range 1.50 1.84 0.34 22.7% 4.04
ATR 1.81 1.81 0.00 0.1% 0.00
Volume 9,116 12,226 3,110 34.1% 47,643
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 89.09 88.16 84.56
R3 87.25 86.32 84.06
R2 85.41 85.41 83.89
R1 84.48 84.48 83.72 84.47
PP 83.57 83.57 83.57 83.57
S1 82.64 82.64 83.38 82.63
S2 81.73 81.73 83.21
S3 79.89 80.80 83.04
S4 78.05 78.96 82.54
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 94.23 92.75 85.40
R3 90.19 88.71 84.29
R2 86.15 86.15 83.92
R1 84.67 84.67 83.55 85.41
PP 82.11 82.11 82.11 82.49
S1 80.63 80.63 82.81 81.37
S2 78.07 78.07 82.44
S3 74.03 76.59 82.07
S4 69.99 72.55 80.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.50 81.37 3.13 3.7% 1.40 1.7% 70% True False 11,215
10 84.50 78.62 5.88 7.0% 1.78 2.1% 84% True False 9,077
20 84.50 75.00 9.50 11.4% 1.75 2.1% 90% True False 7,687
40 85.00 72.04 12.96 15.5% 1.74 2.1% 89% False False 6,518
60 86.58 72.04 14.54 17.4% 1.43 1.7% 79% False False 4,890
80 86.58 72.04 14.54 17.4% 1.29 1.5% 79% False False 4,291
100 86.58 72.04 14.54 17.4% 1.22 1.5% 79% False False 3,857
120 86.58 70.69 15.89 19.0% 1.12 1.3% 81% False False 3,459
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 92.32
2.618 89.32
1.618 87.48
1.000 86.34
0.618 85.64
HIGH 84.50
0.618 83.80
0.500 83.58
0.382 83.36
LOW 82.66
0.618 81.52
1.000 80.82
1.618 79.68
2.618 77.84
4.250 74.84
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 83.58 83.45
PP 83.57 83.35
S1 83.56 83.25

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

View Archives - Comment on this page... - Back to Index of Symbols