NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 88.48 88.63 0.15 0.2% 88.53
High 89.31 89.20 -0.11 -0.1% 89.31
Low 87.77 88.21 0.44 0.5% 87.38
Close 88.48 88.63 0.15 0.2% 88.48
Range 1.54 0.99 -0.55 -35.7% 1.93
ATR 1.32 1.29 -0.02 -1.8% 0.00
Volume 7,971 13,418 5,447 68.3% 39,962
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 91.65 91.13 89.17
R3 90.66 90.14 88.90
R2 89.67 89.67 88.81
R1 89.15 89.15 88.72 89.13
PP 88.68 88.68 88.68 88.67
S1 88.16 88.16 88.54 88.14
S2 87.69 87.69 88.45
S3 86.70 87.17 88.36
S4 85.71 86.18 88.09
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.18 93.26 89.54
R3 92.25 91.33 89.01
R2 90.32 90.32 88.83
R1 89.40 89.40 88.66 88.90
PP 88.39 88.39 88.39 88.14
S1 87.47 87.47 88.30 86.97
S2 86.46 86.46 88.13
S3 84.53 85.54 87.95
S4 82.60 83.61 87.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.31 87.73 1.58 1.8% 0.91 1.0% 57% False False 8,791
10 89.31 82.39 6.92 7.8% 1.02 1.1% 90% False False 7,394
20 89.31 80.89 8.42 9.5% 1.10 1.2% 92% False False 5,595
40 89.31 77.82 11.49 13.0% 1.07 1.2% 94% False False 4,811
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.41
2.618 91.79
1.618 90.80
1.000 90.19
0.618 89.81
HIGH 89.20
0.618 88.82
0.500 88.71
0.382 88.59
LOW 88.21
0.618 87.60
1.000 87.22
1.618 86.61
2.618 85.62
4.250 84.00
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 88.71 88.59
PP 88.68 88.56
S1 88.66 88.52

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

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