NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 79.64 81.01 1.37 1.7% 80.30
High 81.23 81.09 -0.14 -0.2% 80.78
Low 79.44 79.70 0.26 0.3% 77.05
Close 80.87 80.21 -0.66 -0.8% 79.66
Range 1.79 1.39 -0.40 -22.3% 3.73
ATR 2.36 2.29 -0.07 -2.9% 0.00
Volume 301,698 306,910 5,212 1.7% 1,505,812
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 84.50 83.75 80.97
R3 83.11 82.36 80.59
R2 81.72 81.72 80.46
R1 80.97 80.97 80.34 80.65
PP 80.33 80.33 80.33 80.18
S1 79.58 79.58 80.08 79.26
S2 78.94 78.94 79.96
S3 77.55 78.19 79.83
S4 76.16 76.80 79.45
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 90.35 88.74 81.71
R3 86.62 85.01 80.69
R2 82.89 82.89 80.34
R1 81.28 81.28 80.00 80.22
PP 79.16 79.16 79.16 78.64
S1 77.55 77.55 79.32 76.49
S2 75.43 75.43 78.98
S3 71.70 73.82 78.63
S4 67.97 70.09 77.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.23 77.82 3.41 4.3% 2.13 2.7% 70% False False 314,477
10 81.23 77.05 4.18 5.2% 2.17 2.7% 76% False False 296,034
20 81.23 69.80 11.43 14.3% 2.53 3.2% 91% False False 228,578
40 84.96 69.80 15.16 18.9% 2.27 2.8% 69% False False 146,771
60 84.96 69.80 15.16 18.9% 2.08 2.6% 69% False False 104,841
80 84.96 69.80 15.16 18.9% 2.11 2.6% 69% False False 81,256
100 84.96 69.80 15.16 18.9% 2.06 2.6% 69% False False 66,241
120 84.96 68.38 16.58 20.7% 1.97 2.5% 71% False False 55,856
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 87.00
2.618 84.73
1.618 83.34
1.000 82.48
0.618 81.95
HIGH 81.09
0.618 80.56
0.500 80.40
0.382 80.23
LOW 79.70
0.618 78.84
1.000 78.31
1.618 77.45
2.618 76.06
4.250 73.79
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 80.40 80.06
PP 80.33 79.90
S1 80.27 79.75

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

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