NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 30-Apr-2010
Day Change Summary
Previous Current
29-Apr-2010 30-Apr-2010 Change Change % Previous Week
Open 89.64 90.55 0.91 1.0% 90.60
High 91.20 91.78 0.58 0.6% 91.78
Low 89.31 90.45 1.14 1.3% 88.26
Close 90.63 91.67 1.04 1.1% 91.67
Range 1.89 1.33 -0.56 -29.6% 3.52
ATR 1.63 1.60 -0.02 -1.3% 0.00
Volume 56,736 69,787 13,051 23.0% 266,779
Daily Pivots for day following 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 95.29 94.81 92.40
R3 93.96 93.48 92.04
R2 92.63 92.63 91.91
R1 92.15 92.15 91.79 92.39
PP 91.30 91.30 91.30 91.42
S1 90.82 90.82 91.55 91.06
S2 89.97 89.97 91.43
S3 88.64 89.49 91.30
S4 87.31 88.16 90.94
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 101.13 99.92 93.61
R3 97.61 96.40 92.64
R2 94.09 94.09 92.32
R1 92.88 92.88 91.99 93.49
PP 90.57 90.57 90.57 90.87
S1 89.36 89.36 91.35 89.97
S2 87.05 87.05 91.02
S3 83.53 85.84 90.70
S4 80.01 82.32 89.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.78 88.26 3.52 3.8% 1.57 1.7% 97% True False 53,355
10 91.78 86.53 5.25 5.7% 1.64 1.8% 98% True False 53,356
20 91.78 86.53 5.25 5.7% 1.51 1.7% 98% True False 55,127
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 False
Stretch 0.32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.43
2.618 95.26
1.618 93.93
1.000 93.11
0.618 92.60
HIGH 91.78
0.618 91.27
0.500 91.12
0.382 90.96
LOW 90.45
0.618 89.63
1.000 89.12
1.618 88.30
2.618 86.97
4.250 84.80
Fisher Pivots for day following 30-Apr-2010
Pivot 1 day 3 day
R1 91.49 91.12
PP 91.30 90.57
S1 91.12 90.02

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

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