NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 14-Apr-2010
Day Change Summary
Previous Current
13-Apr-2010 14-Apr-2010 Change Change % Previous Week
Open 88.79 88.30 -0.49 -0.6% 87.25
High 89.02 89.75 0.73 0.8% 89.67
Low 87.68 88.30 0.62 0.7% 86.99
Close 88.36 89.71 1.35 1.5% 88.71
Range 1.34 1.45 0.11 8.2% 2.68
ATR 1.56 1.55 -0.01 -0.5% 0.00
Volume 65,941 87,522 21,581 32.7% 228,571
Daily Pivots for day following 14-Apr-2010
Classic Woodie Camarilla DeMark
R4 93.60 93.11 90.51
R3 92.15 91.66 90.11
R2 90.70 90.70 89.98
R1 90.21 90.21 89.84 90.46
PP 89.25 89.25 89.25 89.38
S1 88.76 88.76 89.58 89.01
S2 87.80 87.80 89.44
S3 86.35 87.31 89.31
S4 84.90 85.86 88.91
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 96.50 95.28 90.18
R3 93.82 92.60 89.45
R2 91.14 91.14 89.20
R1 89.92 89.92 88.96 90.53
PP 88.46 88.46 88.46 88.76
S1 87.24 87.24 88.46 87.85
S2 85.78 85.78 88.22
S3 83.10 84.56 87.97
S4 80.42 81.88 87.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.75 87.58 2.17 2.4% 1.35 1.5% 98% True False 65,961
10 89.75 84.10 5.65 6.3% 1.42 1.6% 99% True False 51,883
20 89.75 81.13 8.62 9.6% 1.48 1.6% 100% True False 42,004
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.91
2.618 93.55
1.618 92.10
1.000 91.20
0.618 90.65
HIGH 89.75
0.618 89.20
0.500 89.03
0.382 88.85
LOW 88.30
0.618 87.40
1.000 86.85
1.618 85.95
2.618 84.50
4.250 82.14
Fisher Pivots for day following 14-Apr-2010
Pivot 1 day 3 day
R1 89.48 89.38
PP 89.25 89.05
S1 89.03 88.72

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

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