NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 92.81 89.31 -3.50 -3.8% 90.60
High 93.08 89.83 -3.25 -3.5% 91.78
Low 89.45 86.27 -3.18 -3.6% 88.26
Close 89.66 87.11 -2.55 -2.8% 91.67
Range 3.63 3.56 -0.07 -1.9% 3.52
ATR 1.78 1.91 0.13 7.1% 0.00
Volume 44,640 58,320 13,680 30.6% 266,779
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 98.42 96.32 89.07
R3 94.86 92.76 88.09
R2 91.30 91.30 87.76
R1 89.20 89.20 87.44 88.47
PP 87.74 87.74 87.74 87.37
S1 85.64 85.64 86.78 84.91
S2 84.18 84.18 86.46
S3 80.62 82.08 86.13
S4 77.06 78.52 85.15
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 86.27 7.28 8.4% 2.50 2.9% 12% False True 56,188
10 93.55 86.27 7.28 8.4% 2.08 2.4% 12% False True 53,661
20 93.55 86.27 7.28 8.4% 1.78 2.0% 12% False True 56,877
Crabel Price Patterns
NR True
NR4 False
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.96
2.618 99.15
1.618 95.59
1.000 93.39
0.618 92.03
HIGH 89.83
0.618 88.47
0.500 88.05
0.382 87.63
LOW 86.27
0.618 84.07
1.000 82.71
1.618 80.51
2.618 76.95
4.250 71.14
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 88.05 89.91
PP 87.74 88.98
S1 87.42 88.04

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

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