NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 19-Apr-2010
Day Change Summary
Previous Current
16-Apr-2010 19-Apr-2010 Change Change % Previous Week
Open 88.67 87.13 -1.54 -1.7% 88.63
High 90.00 87.25 -2.75 -3.1% 90.25
Low 88.04 86.26 -1.78 -2.0% 87.45
Close 88.67 87.13 -1.54 -1.7% 88.67
Range 1.96 0.99 -0.97 -49.5% 2.80
ATR 1.32 1.40 0.08 5.9% 0.00
Volume 9,100 9,481 381 4.2% 69,920
Daily Pivots for day following 19-Apr-2010
Classic Woodie Camarilla DeMark
R4 89.85 89.48 87.67
R3 88.86 88.49 87.40
R2 87.87 87.87 87.31
R1 87.50 87.50 87.22 87.63
PP 86.88 86.88 86.88 86.94
S1 86.51 86.51 87.04 86.64
S2 85.89 85.89 86.95
S3 84.90 85.52 86.86
S4 83.91 84.53 86.59
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 97.19 95.73 90.21
R3 94.39 92.93 89.44
R2 91.59 91.59 89.18
R1 90.13 90.13 88.93 90.86
PP 88.79 88.79 88.79 89.16
S1 87.33 87.33 88.41 88.06
S2 85.99 85.99 88.16
S3 83.19 84.53 87.90
S4 80.39 81.73 87.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.25 86.26 3.99 4.6% 1.20 1.4% 22% False True 13,196
10 90.25 86.26 3.99 4.6% 1.06 1.2% 22% False True 10,993
20 90.25 80.89 9.36 10.7% 1.13 1.3% 67% False False 7,906
40 90.25 79.48 10.77 12.4% 1.16 1.3% 71% False False 6,077
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.46
2.618 89.84
1.618 88.85
1.000 88.24
0.618 87.86
HIGH 87.25
0.618 86.87
0.500 86.76
0.382 86.64
LOW 86.26
0.618 85.65
1.000 85.27
1.618 84.66
2.618 83.67
4.250 82.05
Fisher Pivots for day following 19-Apr-2010
Pivot 1 day 3 day
R1 87.01 88.26
PP 86.88 87.88
S1 86.76 87.51

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

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