NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 87.69 88.57 0.88 1.0% 88.63
High 88.07 88.87 0.80 0.9% 90.25
Low 87.22 87.61 0.39 0.4% 87.45
Close 87.69 88.57 0.88 1.0% 88.67
Range 0.85 1.26 0.41 48.2% 2.80
ATR 1.36 1.36 -0.01 -0.5% 0.00
Volume 6,581 8,293 1,712 26.0% 69,920
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.13 91.61 89.26
R3 90.87 90.35 88.92
R2 89.61 89.61 88.80
R1 89.09 89.09 88.69 89.20
PP 88.35 88.35 88.35 88.41
S1 87.83 87.83 88.45 87.94
S2 87.09 87.09 88.34
S3 85.83 86.57 88.22
S4 84.57 85.31 87.88
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 4.5% 1.18 1.3% 58% False False 9,245
10 90.25 86.26 3.99 4.5% 1.14 1.3% 58% False False 11,153
20 90.25 81.95 8.30 9.4% 1.06 1.2% 80% False False 8,296
40 90.25 79.48 10.77 12.2% 1.16 1.3% 84% False False 6,155
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.23
2.618 92.17
1.618 90.91
1.000 90.13
0.618 89.65
HIGH 88.87
0.618 88.39
0.500 88.24
0.382 88.09
LOW 87.61
0.618 86.83
1.000 86.35
1.618 85.57
2.618 84.31
4.250 82.26
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 88.46 88.24
PP 88.35 87.90
S1 88.24 87.57

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

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