NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 72.84 74.94 2.10 2.9% 74.24
High 74.99 77.41 2.42 3.2% 75.42
Low 72.49 74.40 1.91 2.6% 72.43
Close 74.43 77.23 2.80 3.8% 72.89
Range 2.50 3.01 0.51 20.4% 2.99
ATR 2.03 2.10 0.07 3.4% 0.00
Volume 335,270 277,411 -57,859 -17.3% 1,534,675
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 85.38 84.31 78.89
R3 82.37 81.30 78.06
R2 79.36 79.36 77.78
R1 78.29 78.29 77.51 78.83
PP 76.35 76.35 76.35 76.61
S1 75.28 75.28 76.95 75.82
S2 73.34 73.34 76.68
S3 70.33 72.27 76.40
S4 67.32 69.26 75.57
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 82.55 80.71 74.53
R3 79.56 77.72 73.71
R2 76.57 76.57 73.44
R1 74.73 74.73 73.16 74.16
PP 73.58 73.58 73.58 73.29
S1 71.74 71.74 72.62 71.17
S2 70.59 70.59 72.34
S3 67.60 68.75 72.07
S4 64.61 65.76 71.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.41 72.43 4.98 6.4% 2.38 3.1% 96% True False 303,595
10 79.36 72.43 6.93 9.0% 2.21 2.9% 69% False False 312,963
20 84.45 72.43 12.02 15.6% 2.03 2.6% 40% False False 229,659
40 84.45 72.43 12.02 15.6% 1.98 2.6% 40% False False 149,188
60 84.45 72.43 12.02 15.6% 2.09 2.7% 40% False False 109,009
80 84.45 71.20 13.25 17.2% 2.11 2.7% 46% False False 85,213
100 84.45 67.46 16.99 22.0% 2.07 2.7% 58% False False 69,695
120 84.45 67.46 16.99 22.0% 2.04 2.6% 58% False False 58,850
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 0.49
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 90.20
2.618 85.29
1.618 82.28
1.000 80.42
0.618 79.27
HIGH 77.41
0.618 76.26
0.500 75.91
0.382 75.55
LOW 74.40
0.618 72.54
1.000 71.39
1.618 69.53
2.618 66.52
4.250 61.61
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 76.79 76.46
PP 76.35 75.69
S1 75.91 74.92

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

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