NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 78.14 75.80 -2.34 -3.0% 72.85
High 78.20 75.80 -2.40 -3.1% 78.00
Low 78.14 75.14 -3.00 -3.8% 72.80
Close 77.97 75.83 -2.14 -2.7% 77.76
Range 0.06 0.66 0.60 1,000.0% 5.20
ATR 1.34 1.44 0.11 8.0% 0.00
Volume 2,219 1,985 -234 -10.5% 11,433
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 77.57 77.36 76.19
R3 76.91 76.70 76.01
R2 76.25 76.25 75.95
R1 76.04 76.04 75.89 76.15
PP 75.59 75.59 75.59 75.64
S1 75.38 75.38 75.77 75.49
S2 74.93 74.93 75.71
S3 74.27 74.72 75.65
S4 73.61 74.06 75.47
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 91.79 89.97 80.62
R3 86.59 84.77 79.19
R2 81.39 81.39 78.71
R1 79.57 79.57 78.24 80.48
PP 76.19 76.19 76.19 76.64
S1 74.37 74.37 77.28 75.28
S2 70.99 70.99 76.81
S3 65.79 69.17 76.33
S4 60.59 63.97 74.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.20 75.00 3.20 4.2% 1.06 1.4% 26% False False 2,394
10 78.20 72.80 5.40 7.1% 1.08 1.4% 56% False False 2,373
20 79.10 71.26 7.84 10.3% 1.12 1.5% 58% False False 2,032
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 0.03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.61
2.618 77.53
1.618 76.87
1.000 76.46
0.618 76.21
HIGH 75.80
0.618 75.55
0.500 75.47
0.382 75.39
LOW 75.14
0.618 74.73
1.000 74.48
1.618 74.07
2.618 73.41
4.250 72.34
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 75.71 76.67
PP 75.59 76.39
S1 75.47 76.11

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

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