NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 13-Apr-2010
Day Change Summary
Previous Current
12-Apr-2010 13-Apr-2010 Change Change % Previous Week
Open 88.03 87.13 -0.90 -1.0% 87.98
High 88.03 87.22 -0.81 -0.9% 88.55
Low 86.84 85.95 -0.89 -1.0% 86.34
Close 87.27 86.87 -0.40 -0.5% 87.25
Range 1.19 1.27 0.08 6.7% 2.21
ATR 1.61 1.59 -0.02 -1.3% 0.00
Volume 61,572 48,917 -12,655 -20.6% 136,469
Daily Pivots for day following 13-Apr-2010
Classic Woodie Camarilla DeMark
R4 90.49 89.95 87.57
R3 89.22 88.68 87.22
R2 87.95 87.95 87.10
R1 87.41 87.41 86.99 87.05
PP 86.68 86.68 86.68 86.50
S1 86.14 86.14 86.75 85.78
S2 85.41 85.41 86.64
S3 84.14 84.87 86.52
S4 82.87 83.60 86.17
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.01 92.84 88.47
R3 91.80 90.63 87.86
R2 89.59 89.59 87.66
R1 88.42 88.42 87.45 87.90
PP 87.38 87.38 87.38 87.12
S1 86.21 86.21 87.05 85.69
S2 85.17 85.17 86.84
S3 82.96 84.00 86.64
S4 80.75 81.79 86.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.55 85.95 2.60 3.0% 1.34 1.5% 35% False True 42,135
10 88.55 82.90 5.65 6.5% 1.37 1.6% 70% False False 28,984
20 88.55 80.12 8.43 9.7% 1.51 1.7% 80% False False 20,210
40 88.55 76.49 12.06 13.9% 1.61 1.9% 86% False False 14,282
60 88.55 72.04 16.51 19.0% 1.67 1.9% 90% False False 11,403
80 88.55 72.04 16.51 19.0% 1.49 1.7% 90% False False 9,032
100 88.55 72.04 16.51 19.0% 1.37 1.6% 90% False False 7,705
120 88.55 72.04 16.51 19.0% 1.29 1.5% 90% False False 6,772
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 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.62
2.618 90.54
1.618 89.27
1.000 88.49
0.618 88.00
HIGH 87.22
0.618 86.73
0.500 86.59
0.382 86.44
LOW 85.95
0.618 85.17
1.000 84.68
1.618 83.90
2.618 82.63
4.250 80.55
Fisher Pivots for day following 13-Apr-2010
Pivot 1 day 3 day
R1 86.78 87.12
PP 86.68 87.03
S1 86.59 86.95

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

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