NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 72.60 74.30 1.70 2.3% 75.68
High 74.75 76.00 1.25 1.7% 76.00
Low 72.60 74.26 1.66 2.3% 71.26
Close 74.81 76.06 1.25 1.7% 76.06
Range 2.15 1.74 -0.41 -19.1% 4.74
ATR 1.40 1.42 0.02 1.8% 0.00
Volume 1,685 1,657 -28 -1.7% 11,430
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 80.66 80.10 77.02
R3 78.92 78.36 76.54
R2 77.18 77.18 76.38
R1 76.62 76.62 76.22 76.90
PP 75.44 75.44 75.44 75.58
S1 74.88 74.88 75.90 75.16
S2 73.70 73.70 75.74
S3 71.96 73.14 75.58
S4 70.22 71.40 75.10
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 88.66 87.10 78.67
R3 83.92 82.36 77.36
R2 79.18 79.18 76.93
R1 77.62 77.62 76.49 78.40
PP 74.44 74.44 74.44 74.83
S1 72.88 72.88 75.63 73.66
S2 69.70 69.70 75.19
S3 64.96 68.14 74.76
S4 60.22 63.40 73.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.00 71.26 4.74 6.2% 1.27 1.7% 101% True False 2,286
10 76.00 71.26 4.74 6.2% 1.04 1.4% 101% True False 2,868
20 76.00 65.05 10.95 14.4% 0.77 1.0% 101% True False 2,435
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 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.40
2.618 80.56
1.618 78.82
1.000 77.74
0.618 77.08
HIGH 76.00
0.618 75.34
0.500 75.13
0.382 74.92
LOW 74.26
0.618 73.18
1.000 72.52
1.618 71.44
2.618 69.70
4.250 66.87
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 75.75 75.25
PP 75.44 74.44
S1 75.13 73.63

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

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