NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 84.13 84.18 0.05 0.1% 80.75
High 85.00 84.28 -0.72 -0.8% 84.10
Low 83.10 83.43 0.33 0.4% 80.15
Close 84.13 84.18 0.05 0.1% 83.77
Range 1.90 0.85 -1.05 -55.3% 3.95
ATR 1.64 1.58 -0.06 -3.4% 0.00
Volume 7,300 3,632 -3,668 -50.2% 25,950
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.51 86.20 84.65
R3 85.66 85.35 84.41
R2 84.81 84.81 84.34
R1 84.50 84.50 84.26 84.61
PP 83.96 83.96 83.96 84.02
S1 83.65 83.65 84.10 83.76
S2 83.11 83.11 84.02
S3 82.26 82.80 83.95
S4 81.41 81.95 83.71
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 94.52 93.10 85.94
R3 90.57 89.15 84.86
R2 86.62 86.62 84.49
R1 85.20 85.20 84.13 85.91
PP 82.67 82.67 82.67 83.03
S1 81.25 81.25 83.41 81.96
S2 78.72 78.72 83.05
S3 74.77 77.30 82.68
S4 70.82 73.35 81.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.00 82.83 2.17 2.6% 1.15 1.4% 62% False False 4,964
10 85.00 80.10 4.90 5.8% 1.29 1.5% 83% False False 4,971
20 85.00 75.97 9.03 10.7% 1.50 1.8% 91% False False 4,161
40 85.00 73.17 11.83 14.1% 1.32 1.6% 93% False False 3,776
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.89
2.618 86.51
1.618 85.66
1.000 85.13
0.618 84.81
HIGH 84.28
0.618 83.96
0.500 83.86
0.382 83.75
LOW 83.43
0.618 82.90
1.000 82.58
1.618 82.05
2.618 81.20
4.250 79.82
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 84.07 84.12
PP 83.96 84.06
S1 83.86 84.00

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

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