NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 82.20 81.13 -1.07 -1.3% 81.79
High 83.16 81.31 -1.85 -2.2% 83.16
Low 80.57 79.13 -1.44 -1.8% 80.16
Close 81.24 79.80 -1.44 -1.8% 81.24
Range 2.59 2.18 -0.41 -15.8% 3.00
ATR 2.14 2.14 0.00 0.1% 0.00
Volume 279,161 337,201 58,040 20.8% 1,636,427
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.62 85.39 81.00
R3 84.44 83.21 80.40
R2 82.26 82.26 80.20
R1 81.03 81.03 80.00 80.56
PP 80.08 80.08 80.08 79.84
S1 78.85 78.85 79.60 78.38
S2 77.90 77.90 79.40
S3 75.72 76.67 79.20
S4 73.54 74.49 78.60
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.52 88.88 82.89
R3 87.52 85.88 82.07
R2 84.52 84.52 81.79
R1 82.88 82.88 81.52 82.20
PP 81.52 81.52 81.52 81.18
S1 79.88 79.88 80.97 79.20
S2 78.52 78.52 80.69
S3 75.52 76.88 80.42
S4 72.52 73.88 79.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.16 79.13 4.03 5.1% 1.96 2.5% 17% False True 334,798
10 83.16 78.26 4.90 6.1% 1.89 2.4% 31% False False 315,984
20 83.16 74.06 9.10 11.4% 2.14 2.7% 63% False False 282,847
40 83.16 69.80 13.36 16.7% 2.27 2.8% 75% False False 195,047
60 84.96 69.80 15.16 19.0% 2.09 2.6% 66% False False 139,672
80 84.96 69.80 15.16 19.0% 2.08 2.6% 66% False False 108,834
100 84.96 69.80 15.16 19.0% 2.09 2.6% 66% False False 88,333
120 84.96 68.38 16.58 20.8% 2.02 2.5% 69% False False 74,478
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.58
2.618 87.02
1.618 84.84
1.000 83.49
0.618 82.66
HIGH 81.31
0.618 80.48
0.500 80.22
0.382 79.96
LOW 79.13
0.618 77.78
1.000 76.95
1.618 75.60
2.618 73.42
4.250 69.87
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 80.22 81.15
PP 80.08 80.70
S1 79.94 80.25

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

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