NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 75.00 77.47 2.47 3.3% 78.10
High 78.00 77.47 -0.53 -0.7% 78.15
Low 75.00 76.95 1.95 2.6% 74.70
Close 78.07 76.95 -1.12 -1.4% 74.76
Range 3.00 0.52 -2.48 -82.7% 3.45
ATR 1.45 1.43 -0.02 -1.6% 0.00
Volume 1,736 2,274 538 31.0% 10,641
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 78.68 78.34 77.24
R3 78.16 77.82 77.09
R2 77.64 77.64 77.05
R1 77.30 77.30 77.00 77.21
PP 77.12 77.12 77.12 77.08
S1 76.78 76.78 76.90 76.69
S2 76.60 76.60 76.85
S3 76.08 76.26 76.81
S4 75.56 75.74 76.66
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 86.22 83.94 76.66
R3 82.77 80.49 75.71
R2 79.32 79.32 75.39
R1 77.04 77.04 75.08 76.46
PP 75.87 75.87 75.87 75.58
S1 73.59 73.59 74.44 73.01
S2 72.42 72.42 74.13
S3 68.97 70.14 73.81
S4 65.52 66.69 72.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.00 72.80 5.20 6.8% 1.51 2.0% 80% False False 2,317
10 78.37 72.80 5.57 7.2% 1.21 1.6% 75% False False 2,014
20 79.10 71.26 7.84 10.2% 1.11 1.4% 73% False False 2,300
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.68
2.618 78.83
1.618 78.31
1.000 77.99
0.618 77.79
HIGH 77.47
0.618 77.27
0.500 77.21
0.382 77.15
LOW 76.95
0.618 76.63
1.000 76.43
1.618 76.11
2.618 75.59
4.250 74.74
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 77.21 76.71
PP 77.12 76.47
S1 77.04 76.23

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

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