NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 07-May-2010
Day Change Summary
Previous Current
06-May-2010 07-May-2010 Change Change % Previous Week
Open 87.25 83.94 -3.31 -3.8% 91.85
High 87.40 85.11 -2.29 -2.6% 93.55
Low 82.00 82.09 0.09 0.1% 82.00
Close 84.21 83.11 -1.10 -1.3% 83.11
Range 5.40 3.02 -2.38 -44.1% 11.55
ATR 2.16 2.22 0.06 2.8% 0.00
Volume 80,199 83,449 3,250 4.1% 318,069
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 92.50 90.82 84.77
R3 89.48 87.80 83.94
R2 86.46 86.46 83.66
R1 84.78 84.78 83.39 84.11
PP 83.44 83.44 83.44 83.10
S1 81.76 81.76 82.83 81.09
S2 80.42 80.42 82.56
S3 77.40 78.74 82.28
S4 74.38 75.72 81.45
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 120.87 113.54 89.46
R3 109.32 101.99 86.29
R2 97.77 97.77 85.23
R1 90.44 90.44 84.17 88.33
PP 86.22 86.22 86.22 85.17
S1 78.89 78.89 82.05 76.78
S2 74.67 74.67 80.99
S3 63.12 67.34 79.93
S4 51.57 55.79 76.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.55 82.00 11.55 13.9% 3.54 4.3% 10% False False 63,613
10 93.55 82.00 11.55 13.9% 2.56 3.1% 10% False False 58,484
20 93.55 82.00 11.55 13.9% 2.05 2.5% 10% False False 59,602
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.95
2.618 93.02
1.618 90.00
1.000 88.13
0.618 86.98
HIGH 85.11
0.618 83.96
0.500 83.60
0.382 83.24
LOW 82.09
0.618 80.22
1.000 79.07
1.618 77.20
2.618 74.18
4.250 69.26
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 83.60 85.92
PP 83.44 84.98
S1 83.27 84.05

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

View Archives - Comment on this page... - Back to Index of Symbols