NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 15-Feb-2010
Day Change Summary
Previous Current
12-Feb-2010 15-Feb-2010 Change Change % Previous Week
Open 77.38 77.38 0.00 0.0% 75.09
High 78.42 78.42 0.00 0.0% 78.42
Low 75.97 75.97 0.00 0.0% 74.19
Close 77.38 77.38 0.00 0.0% 77.38
Range 2.45 2.45 0.00 0.0% 4.23
ATR 1.75 1.80 0.05 2.9% 0.00
Volume 2,832 2,857 25 0.9% 25,127
Daily Pivots for day following 15-Feb-2010
Classic Woodie Camarilla DeMark
R4 84.61 83.44 78.73
R3 82.16 80.99 78.05
R2 79.71 79.71 77.83
R1 78.54 78.54 77.60 78.61
PP 77.26 77.26 77.26 77.29
S1 76.09 76.09 77.16 76.16
S2 74.81 74.81 76.93
S3 72.36 73.64 76.71
S4 69.91 71.19 76.03
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 89.35 87.60 79.71
R3 85.12 83.37 78.54
R2 80.89 80.89 78.16
R1 79.14 79.14 77.77 80.02
PP 76.66 76.66 76.66 77.10
S1 74.91 74.91 76.99 75.79
S2 72.43 72.43 76.60
S3 68.20 70.68 76.22
S4 63.97 66.45 75.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.42 75.36 3.06 4.0% 2.02 2.6% 66% True False 3,102
10 80.88 73.17 7.71 10.0% 1.59 2.1% 55% False False 4,358
20 83.02 73.17 9.85 12.7% 1.31 1.7% 43% False False 3,456
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.38
Fibonacci Retracements and Extensions
4.250 88.83
2.618 84.83
1.618 82.38
1.000 80.87
0.618 79.93
HIGH 78.42
0.618 77.48
0.500 77.20
0.382 76.91
LOW 75.97
0.618 74.46
1.000 73.52
1.618 72.01
2.618 69.56
4.250 65.56
Fisher Pivots for day following 15-Feb-2010
Pivot 1 day 3 day
R1 77.32 77.32
PP 77.26 77.26
S1 77.20 77.20

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

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