NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 80.34 82.23 1.89 2.4% 78.60
High 82.28 82.64 0.36 0.4% 80.71
Low 80.34 81.62 1.28 1.6% 78.43
Close 82.12 82.41 0.29 0.4% 80.02
Range 1.94 1.02 -0.92 -47.4% 2.28
ATR 1.95 1.89 -0.07 -3.4% 0.00
Volume 47,513 96,295 48,782 102.7% 172,057
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 85.28 84.87 82.97
R3 84.26 83.85 82.69
R2 83.24 83.24 82.60
R1 82.83 82.83 82.50 83.04
PP 82.22 82.22 82.22 82.33
S1 81.81 81.81 82.32 82.02
S2 81.20 81.20 82.22
S3 80.18 80.79 82.13
S4 79.16 79.77 81.85
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 86.56 85.57 81.27
R3 84.28 83.29 80.65
R2 82.00 82.00 80.44
R1 81.01 81.01 80.23 81.51
PP 79.72 79.72 79.72 79.97
S1 78.73 78.73 79.81 79.23
S2 77.44 77.44 79.60
S3 75.16 76.45 79.39
S4 72.88 74.17 78.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.64 78.78 3.86 4.7% 1.28 1.6% 94% True False 57,547
10 82.64 73.52 9.12 11.1% 1.66 2.0% 97% True False 58,578
20 82.64 72.45 10.19 12.4% 1.83 2.2% 98% True False 70,821
40 82.64 72.45 10.19 12.4% 2.12 2.6% 98% True False 50,494
60 83.60 72.45 11.15 13.5% 2.10 2.6% 89% False False 38,492
80 83.60 67.46 16.14 19.6% 2.08 2.5% 93% False False 30,793
100 83.60 67.46 16.14 19.6% 2.05 2.5% 93% False False 25,628
120 83.60 67.31 16.29 19.8% 1.93 2.3% 93% False False 22,009
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.98
2.618 85.31
1.618 84.29
1.000 83.66
0.618 83.27
HIGH 82.64
0.618 82.25
0.500 82.13
0.382 82.01
LOW 81.62
0.618 80.99
1.000 80.60
1.618 79.97
2.618 78.95
4.250 77.29
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 82.32 82.03
PP 82.22 81.64
S1 82.13 81.26

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

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