NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 16-Apr-2010
Day Change Summary
Previous Current
15-Apr-2010 16-Apr-2010 Change Change % Previous Week
Open 88.56 88.93 0.37 0.4% 88.03
High 89.12 88.98 -0.14 -0.2% 89.12
Low 88.13 86.44 -1.69 -1.9% 85.95
Close 88.90 87.15 -1.75 -2.0% 87.15
Range 0.99 2.54 1.55 156.6% 3.17
ATR 1.55 1.62 0.07 4.5% 0.00
Volume 50,583 46,928 -3,655 -7.2% 280,585
Daily Pivots for day following 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 95.14 93.69 88.55
R3 92.60 91.15 87.85
R2 90.06 90.06 87.62
R1 88.61 88.61 87.38 88.07
PP 87.52 87.52 87.52 87.25
S1 86.07 86.07 86.92 85.53
S2 84.98 84.98 86.68
S3 82.44 83.53 86.45
S4 79.90 80.99 85.75
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 96.92 95.20 88.89
R3 93.75 92.03 88.02
R2 90.58 90.58 87.73
R1 88.86 88.86 87.44 88.14
PP 87.41 87.41 87.41 87.04
S1 85.69 85.69 86.86 84.97
S2 84.24 84.24 86.57
S3 81.07 82.52 86.28
S4 77.90 79.35 85.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.12 85.95 3.17 3.6% 1.53 1.8% 38% False False 56,117
10 89.12 85.95 3.17 3.6% 1.46 1.7% 38% False False 41,705
20 89.12 80.12 9.00 10.3% 1.57 1.8% 78% False False 27,357
40 89.12 78.62 10.50 12.0% 1.58 1.8% 81% False False 18,239
60 89.12 72.04 17.08 19.6% 1.71 2.0% 88% False False 14,063
80 89.12 72.04 17.08 19.6% 1.54 1.8% 88% False False 11,084
100 89.12 72.04 17.08 19.6% 1.41 1.6% 88% False False 9,363
120 89.12 72.04 17.08 19.6% 1.30 1.5% 88% False False 8,142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 18 trading days
Fibonacci Retracements and Extensions
4.250 99.78
2.618 95.63
1.618 93.09
1.000 91.52
0.618 90.55
HIGH 88.98
0.618 88.01
0.500 87.71
0.382 87.41
LOW 86.44
0.618 84.87
1.000 83.90
1.618 82.33
2.618 79.79
4.250 75.65
Fisher Pivots for day following 16-Apr-2010
Pivot 1 day 3 day
R1 87.71 87.78
PP 87.52 87.57
S1 87.34 87.36

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

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