NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 29-Apr-2010
Day Change Summary
Previous Current
28-Apr-2010 29-Apr-2010 Change Change % Previous Week
Open 88.74 89.64 0.90 1.0% 88.75
High 89.96 91.20 1.24 1.4% 90.50
Low 88.26 89.31 1.05 1.2% 86.53
Close 89.76 90.63 0.87 1.0% 90.49
Range 1.70 1.89 0.19 11.2% 3.97
ATR 1.61 1.63 0.02 1.3% 0.00
Volume 57,202 56,736 -466 -0.8% 266,789
Daily Pivots for day following 29-Apr-2010
Classic Woodie Camarilla DeMark
R4 96.05 95.23 91.67
R3 94.16 93.34 91.15
R2 92.27 92.27 90.98
R1 91.45 91.45 90.80 91.86
PP 90.38 90.38 90.38 90.59
S1 89.56 89.56 90.46 89.97
S2 88.49 88.49 90.28
S3 86.60 87.67 90.11
S4 84.71 85.78 89.59
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 91.20 88.26 2.94 3.2% 1.66 1.8% 81% True False 50,597
10 91.20 86.53 4.67 5.2% 1.72 1.9% 88% True False 51,234
20 91.20 85.02 6.18 6.8% 1.55 1.7% 91% True False 54,086
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.23
2.618 96.15
1.618 94.26
1.000 93.09
0.618 92.37
HIGH 91.20
0.618 90.48
0.500 90.26
0.382 90.03
LOW 89.31
0.618 88.14
1.000 87.42
1.618 86.25
2.618 84.36
4.250 81.28
Fisher Pivots for day following 29-Apr-2010
Pivot 1 day 3 day
R1 90.51 90.33
PP 90.38 90.03
S1 90.26 89.73

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

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