NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 80.76 81.23 0.47 0.6% 79.50
High 81.37 82.77 1.40 1.7% 81.37
Low 80.52 81.05 0.53 0.7% 79.22
Close 80.63 82.65 2.02 2.5% 80.63
Range 0.85 1.72 0.87 102.4% 2.15
ATR 1.80 1.82 0.02 1.4% 0.00
Volume 16,332 17,352 1,020 6.2% 53,010
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 87.32 86.70 83.60
R3 85.60 84.98 83.12
R2 83.88 83.88 82.97
R1 83.26 83.26 82.81 83.57
PP 82.16 82.16 82.16 82.31
S1 81.54 81.54 82.49 81.85
S2 80.44 80.44 82.33
S3 78.72 79.82 82.18
S4 77.00 78.10 81.70
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 86.86 85.89 81.81
R3 84.71 83.74 81.22
R2 82.56 82.56 81.02
R1 81.59 81.59 80.83 82.08
PP 80.41 80.41 80.41 80.65
S1 79.44 79.44 80.43 79.93
S2 78.26 78.26 80.24
S3 76.11 77.29 80.04
S4 73.96 75.14 79.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.77 79.22 3.55 4.3% 1.24 1.5% 97% True False 14,072
10 82.77 74.28 8.49 10.3% 1.66 2.0% 99% True False 17,919
20 82.77 73.72 9.05 10.9% 1.79 2.2% 99% True False 20,465
40 82.99 73.72 9.27 11.2% 1.94 2.3% 96% False False 15,195
60 84.09 71.85 12.24 14.8% 1.94 2.3% 88% False False 12,096
80 84.09 68.38 15.71 19.0% 1.82 2.2% 91% False False 10,061
100 84.09 68.38 15.71 19.0% 1.66 2.0% 91% False False 8,509
120 84.09 67.19 16.90 20.4% 1.53 1.9% 91% False False 7,465
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 90.08
2.618 87.27
1.618 85.55
1.000 84.49
0.618 83.83
HIGH 82.77
0.618 82.11
0.500 81.91
0.382 81.71
LOW 81.05
0.618 79.99
1.000 79.33
1.618 78.27
2.618 76.55
4.250 73.74
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 82.40 82.22
PP 82.16 81.79
S1 81.91 81.36

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

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