NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 18-Mar-2010
Day Change Summary
Previous Current
17-Mar-2010 18-Mar-2010 Change Change % Previous Week
Open 84.68 84.35 -0.33 -0.4% 84.54
High 84.40 84.57 0.17 0.2% 85.35
Low 83.49 83.89 0.40 0.5% 83.08
Close 84.68 84.35 -0.33 -0.4% 83.39
Range 0.91 0.68 -0.23 -25.3% 2.27
ATR 1.39 1.35 -0.04 -3.1% 0.00
Volume 6,103 3,419 -2,684 -44.0% 20,481
Daily Pivots for day following 18-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.31 86.01 84.72
R3 85.63 85.33 84.54
R2 84.95 84.95 84.47
R1 84.65 84.65 84.41 84.69
PP 84.27 84.27 84.27 84.29
S1 83.97 83.97 84.29 84.01
S2 83.59 83.59 84.23
S3 82.91 83.29 84.16
S4 82.23 82.61 83.98
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.75 89.34 84.64
R3 88.48 87.07 84.01
R2 86.21 86.21 83.81
R1 84.80 84.80 83.60 84.37
PP 83.94 83.94 83.94 83.73
S1 82.53 82.53 83.18 82.10
S2 81.67 81.67 82.97
S3 79.40 80.26 82.77
S4 77.13 77.99 82.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.88 81.28 3.60 4.3% 0.95 1.1% 85% False False 4,037
10 85.35 81.28 4.07 4.8% 1.01 1.2% 75% False False 4,141
20 85.35 79.48 5.87 7.0% 1.10 1.3% 83% False False 4,271
Crabel Price Patterns
NR True
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.46
2.618 86.35
1.618 85.67
1.000 85.25
0.618 84.99
HIGH 84.57
0.618 84.31
0.500 84.23
0.382 84.15
LOW 83.89
0.618 83.47
1.000 83.21
1.618 82.79
2.618 82.11
4.250 81.00
Fisher Pivots for day following 18-Mar-2010
Pivot 1 day 3 day
R1 84.31 84.15
PP 84.27 83.96
S1 84.23 83.76

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

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