NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 09-Apr-2010
Day Change Summary
Previous Current
08-Apr-2010 09-Apr-2010 Change Change % Previous Week
Open 88.09 89.02 0.93 1.1% 88.40
High 88.24 89.09 0.85 1.0% 89.09
Low 87.17 87.52 0.35 0.4% 86.71
Close 88.09 88.20 0.11 0.1% 88.20
Range 1.07 1.57 0.50 46.7% 2.38
ATR 1.46 1.47 0.01 0.5% 0.00
Volume 13,713 12,813 -900 -6.6% 58,402
Daily Pivots for day following 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.98 92.16 89.06
R3 91.41 90.59 88.63
R2 89.84 89.84 88.49
R1 89.02 89.02 88.34 88.65
PP 88.27 88.27 88.27 88.08
S1 87.45 87.45 88.06 87.08
S2 86.70 86.70 87.91
S3 85.13 85.88 87.77
S4 83.56 84.31 87.34
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 95.14 94.05 89.51
R3 92.76 91.67 88.85
R2 90.38 90.38 88.64
R1 89.29 89.29 88.42 88.65
PP 88.00 88.00 88.00 87.68
S1 86.91 86.91 87.98 86.27
S2 85.62 85.62 87.76
S3 83.24 84.53 87.55
S4 80.86 82.15 86.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.09 86.71 2.38 2.7% 1.23 1.4% 63% True False 11,680
10 89.09 81.52 7.57 8.6% 1.24 1.4% 88% True False 8,661
20 89.09 80.82 8.27 9.4% 1.22 1.4% 89% True False 6,505
40 89.09 75.97 13.12 14.9% 1.36 1.5% 93% True False 5,333
60 89.09 73.17 15.92 18.0% 1.29 1.5% 94% True False 4,685
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.76
2.618 93.20
1.618 91.63
1.000 90.66
0.618 90.06
HIGH 89.09
0.618 88.49
0.500 88.31
0.382 88.12
LOW 87.52
0.618 86.55
1.000 85.95
1.618 84.98
2.618 83.41
4.250 80.85
Fisher Pivots for day following 09-Apr-2010
Pivot 1 day 3 day
R1 88.31 88.18
PP 88.27 88.15
S1 88.24 88.13

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

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