NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 29-Apr-2010
Day Change Summary
Previous Current
28-Apr-2010 29-Apr-2010 Change Change % Previous Week
Open 86.06 87.33 1.27 1.5% 86.74
High 87.48 89.07 1.59 1.8% 88.34
Low 85.60 87.00 1.40 1.6% 84.56
Close 87.29 88.51 1.22 1.4% 88.30
Range 1.88 2.07 0.19 10.1% 3.78
ATR 1.70 1.72 0.03 1.6% 0.00
Volume 79,293 79,250 -43 -0.1% 254,155
Daily Pivots for day following 29-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.40 93.53 89.65
R3 92.33 91.46 89.08
R2 90.26 90.26 88.89
R1 89.39 89.39 88.70 89.83
PP 88.19 88.19 88.19 88.41
S1 87.32 87.32 88.32 87.76
S2 86.12 86.12 88.13
S3 84.05 85.25 87.94
S4 81.98 83.18 87.37
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 98.41 97.13 90.38
R3 94.63 93.35 89.34
R2 90.85 90.85 88.99
R1 89.57 89.57 88.65 90.21
PP 87.07 87.07 87.07 87.39
S1 85.79 85.79 87.95 86.43
S2 83.29 83.29 87.61
S3 79.51 82.01 87.26
S4 75.73 78.23 86.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.07 85.60 3.47 3.9% 1.83 2.1% 84% True False 66,575
10 89.07 84.56 4.51 5.1% 1.85 2.1% 88% True False 57,293
20 89.12 84.45 4.67 5.3% 1.62 1.8% 87% False False 47,937
40 89.12 80.12 9.00 10.2% 1.58 1.8% 93% False False 29,656
60 89.12 72.04 17.08 19.3% 1.73 2.0% 96% False False 22,068
80 89.12 72.04 17.08 19.3% 1.63 1.8% 96% False False 17,532
100 89.12 72.04 17.08 19.3% 1.49 1.7% 96% False False 14,406
120 89.12 72.04 17.08 19.3% 1.36 1.5% 96% False False 12,392
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 0.31
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.87
2.618 94.49
1.618 92.42
1.000 91.14
0.618 90.35
HIGH 89.07
0.618 88.28
0.500 88.04
0.382 87.79
LOW 87.00
0.618 85.72
1.000 84.93
1.618 83.65
2.618 81.58
4.250 78.20
Fisher Pivots for day following 29-Apr-2010
Pivot 1 day 3 day
R1 88.35 88.12
PP 88.19 87.73
S1 88.04 87.34

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

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