NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 25-Feb-2010
Day Change Summary
Previous Current
24-Feb-2010 25-Feb-2010 Change Change % Previous Week
Open 79.13 80.31 1.18 1.5% 74.36
High 80.45 80.32 -0.13 -0.2% 80.34
Low 78.25 77.05 -1.20 -1.5% 74.06
Close 80.00 78.17 -1.83 -2.3% 80.06
Range 2.20 3.27 1.07 48.6% 6.28
ATR 2.30 2.37 0.07 3.0% 0.00
Volume 316,878 289,321 -27,557 -8.7% 672,254
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 88.32 86.52 79.97
R3 85.05 83.25 79.07
R2 81.78 81.78 78.77
R1 79.98 79.98 78.47 79.25
PP 78.51 78.51 78.51 78.15
S1 76.71 76.71 77.87 75.98
S2 75.24 75.24 77.57
S3 71.97 73.44 77.27
S4 68.70 70.17 76.37
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 96.99 94.81 83.51
R3 90.71 88.53 81.79
R2 84.43 84.43 81.21
R1 82.25 82.25 80.64 83.34
PP 78.15 78.15 78.15 78.70
S1 75.97 75.97 79.48 77.06
S2 71.87 71.87 78.91
S3 65.59 69.69 78.33
S4 59.31 63.41 76.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.78 77.05 3.73 4.8% 2.20 2.8% 30% False True 277,591
10 80.78 73.09 7.69 9.8% 2.40 3.1% 66% False False 220,748
20 80.78 69.80 10.98 14.0% 2.54 3.3% 76% False False 169,357
40 84.96 69.80 15.16 19.4% 2.16 2.8% 55% False False 109,766
60 84.96 69.80 15.16 19.4% 2.09 2.7% 55% False False 80,043
80 84.96 69.80 15.16 19.4% 2.10 2.7% 55% False False 62,047
100 84.96 69.80 15.16 19.4% 2.04 2.6% 55% False False 50,735
120 84.96 68.38 16.58 21.2% 1.91 2.4% 59% False False 42,858
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 0.55
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 94.22
2.618 88.88
1.618 85.61
1.000 83.59
0.618 82.34
HIGH 80.32
0.618 79.07
0.500 78.69
0.382 78.30
LOW 77.05
0.618 75.03
1.000 73.78
1.618 71.76
2.618 68.49
4.250 63.15
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 78.69 78.75
PP 78.51 78.56
S1 78.34 78.36

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

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