NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 15-Apr-2010
Day Change Summary
Previous Current
14-Apr-2010 15-Apr-2010 Change Change % Previous Week
Open 88.30 89.80 1.50 1.7% 87.25
High 89.75 90.61 0.86 1.0% 89.67
Low 88.30 89.61 1.31 1.5% 86.99
Close 89.71 90.47 0.76 0.8% 88.71
Range 1.45 1.00 -0.45 -31.0% 2.68
ATR 1.55 1.51 -0.04 -2.5% 0.00
Volume 87,522 71,184 -16,338 -18.7% 228,571
Daily Pivots for day following 15-Apr-2010
Classic Woodie Camarilla DeMark
R4 93.23 92.85 91.02
R3 92.23 91.85 90.75
R2 91.23 91.23 90.65
R1 90.85 90.85 90.56 91.04
PP 90.23 90.23 90.23 90.33
S1 89.85 89.85 90.38 90.04
S2 89.23 89.23 90.29
S3 88.23 88.85 90.20
S4 87.23 87.85 89.92
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 96.50 95.28 90.18
R3 93.82 92.60 89.45
R2 91.14 91.14 89.20
R1 89.92 89.92 88.96 90.53
PP 88.46 88.46 88.46 88.76
S1 87.24 87.24 88.46 87.85
S2 85.78 85.78 88.22
S3 83.10 84.56 87.97
S4 80.42 81.88 87.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.61 87.68 2.93 3.2% 1.29 1.4% 95% True False 69,191
10 90.61 85.02 5.59 6.2% 1.37 1.5% 97% True False 56,938
20 90.61 81.13 9.48 10.5% 1.46 1.6% 99% True False 43,685
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 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.86
2.618 93.23
1.618 92.23
1.000 91.61
0.618 91.23
HIGH 90.61
0.618 90.23
0.500 90.11
0.382 89.99
LOW 89.61
0.618 88.99
1.000 88.61
1.618 87.99
2.618 86.99
4.250 85.36
Fisher Pivots for day following 15-Apr-2010
Pivot 1 day 3 day
R1 90.35 90.03
PP 90.23 89.59
S1 90.11 89.15

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

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