NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 88.90 90.60 1.70 1.9% 88.75
High 90.50 91.04 0.54 0.6% 90.50
Low 88.71 89.89 1.18 1.3% 86.53
Close 90.49 90.37 -0.12 -0.1% 90.49
Range 1.79 1.15 -0.64 -35.8% 3.97
ATR 1.62 1.59 -0.03 -2.1% 0.00
Volume 55,996 45,719 -10,277 -18.4% 266,789
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 93.88 93.28 91.00
R3 92.73 92.13 90.69
R2 91.58 91.58 90.58
R1 90.98 90.98 90.48 90.71
PP 90.43 90.43 90.43 90.30
S1 89.83 89.83 90.26 89.56
S2 89.28 89.28 90.16
S3 88.13 88.68 90.05
S4 86.98 87.53 89.74
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 101.08 99.76 92.67
R3 97.11 95.79 91.58
R2 93.14 93.14 91.22
R1 91.82 91.82 90.85 92.48
PP 89.17 89.17 89.17 89.51
S1 87.85 87.85 90.13 88.51
S2 85.20 85.20 89.76
S3 81.23 83.88 89.40
S4 77.26 79.91 88.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.04 87.51 3.53 3.9% 1.49 1.7% 81% True False 49,352
10 91.04 86.53 4.51 5.0% 1.57 1.7% 85% True False 58,572
20 91.04 82.50 8.54 9.5% 1.50 1.7% 92% True False 50,908
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0.23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.93
2.618 94.05
1.618 92.90
1.000 92.19
0.618 91.75
HIGH 91.04
0.618 90.60
0.500 90.47
0.382 90.33
LOW 89.89
0.618 89.18
1.000 88.74
1.618 88.03
2.618 86.88
4.250 85.00
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 90.47 90.05
PP 90.43 89.72
S1 90.40 89.40

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

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