NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 91.85 92.81 0.96 1.0% 90.60
High 93.55 93.08 -0.47 -0.5% 91.78
Low 91.44 89.45 -1.99 -2.2% 88.26
Close 93.06 89.66 -3.40 -3.7% 91.67
Range 2.11 3.63 1.52 72.0% 3.52
ATR 1.64 1.78 0.14 8.7% 0.00
Volume 51,461 44,640 -6,821 -13.3% 266,779
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 101.62 99.27 91.66
R3 97.99 95.64 90.66
R2 94.36 94.36 90.33
R1 92.01 92.01 89.99 91.37
PP 90.73 90.73 90.73 90.41
S1 88.38 88.38 89.33 87.74
S2 87.10 87.10 88.99
S3 83.47 84.75 88.66
S4 79.84 81.12 87.66
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 93.55 88.26 5.29 5.9% 2.13 2.4% 26% False False 55,965
10 93.55 87.75 5.80 6.5% 1.88 2.1% 33% False False 52,709
20 93.55 86.53 7.02 7.8% 1.65 1.8% 45% False False 56,440
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 108.51
2.618 102.58
1.618 98.95
1.000 96.71
0.618 95.32
HIGH 93.08
0.618 91.69
0.500 91.27
0.382 90.84
LOW 89.45
0.618 87.21
1.000 85.82
1.618 83.58
2.618 79.95
4.250 74.02
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 91.27 91.50
PP 90.73 90.89
S1 90.20 90.27

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

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