NYMEX Light Sweet Crude Oil Future December 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 87.51 88.40 0.89 1.0% 88.80
High 88.55 89.44 0.89 1.0% 90.61
Low 87.51 87.88 0.37 0.4% 87.68
Close 88.07 89.03 0.96 1.1% 89.04
Range 1.04 1.56 0.52 50.0% 2.93
ATR 1.58 1.58 0.00 -0.1% 0.00
Volume 36,832 48,803 11,971 32.5% 340,417
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 93.46 92.81 89.89
R3 91.90 91.25 89.46
R2 90.34 90.34 89.32
R1 89.69 89.69 89.17 90.02
PP 88.78 88.78 88.78 88.95
S1 88.13 88.13 88.89 88.46
S2 87.22 87.22 88.74
S3 85.66 86.57 88.60
S4 84.10 85.01 88.17
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 97.90 96.40 90.65
R3 94.97 93.47 89.85
R2 92.04 92.04 89.58
R1 90.54 90.54 89.31 91.29
PP 89.11 89.11 89.11 89.49
S1 87.61 87.61 88.77 88.36
S2 86.18 86.18 88.50
S3 83.25 84.68 88.23
S4 80.32 81.75 87.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.61 86.53 4.08 4.6% 1.60 1.8% 61% False False 54,226
10 90.61 86.53 4.08 4.6% 1.48 1.7% 61% False False 60,093
20 90.61 81.80 8.81 9.9% 1.47 1.6% 82% False False 47,602
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.07
2.618 93.52
1.618 91.96
1.000 91.00
0.618 90.40
HIGH 89.44
0.618 88.84
0.500 88.66
0.382 88.48
LOW 87.88
0.618 86.92
1.000 86.32
1.618 85.36
2.618 83.80
4.250 81.25
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 88.91 88.68
PP 88.78 88.33
S1 88.66 87.99

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

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