NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 81.11 83.16 2.05 2.5% 79.88
High 83.22 83.71 0.49 0.6% 81.90
Low 81.11 82.86 1.75 2.2% 79.88
Close 83.12 83.52 0.40 0.5% 81.11
Range 2.11 0.85 -1.26 -59.7% 2.02
ATR 1.71 1.65 -0.06 -3.6% 0.00
Volume 8,896 15,509 6,613 74.3% 28,809
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 85.91 85.57 83.99
R3 85.06 84.72 83.75
R2 84.21 84.21 83.68
R1 83.87 83.87 83.60 84.04
PP 83.36 83.36 83.36 83.45
S1 83.02 83.02 83.44 83.19
S2 82.51 82.51 83.36
S3 81.66 82.17 83.29
S4 80.81 81.32 83.05
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 87.02 86.09 82.22
R3 85.00 84.07 81.67
R2 82.98 82.98 81.48
R1 82.05 82.05 81.30 82.52
PP 80.96 80.96 80.96 81.20
S1 80.03 80.03 80.92 80.50
S2 78.94 78.94 80.74
S3 76.92 78.01 80.55
S4 74.90 75.99 80.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.71 80.24 3.47 4.2% 1.21 1.5% 95% True False 9,342
10 83.71 75.02 8.69 10.4% 1.53 1.8% 98% True False 9,164
20 83.71 74.52 9.19 11.0% 1.63 2.0% 98% True False 11,021
40 83.71 74.52 9.19 11.0% 1.79 2.1% 98% True False 9,141
60 84.42 73.96 10.46 12.5% 1.69 2.0% 91% False False 7,818
80 84.42 68.84 15.58 18.7% 1.53 1.8% 94% False False 6,717
100 84.42 68.84 15.58 18.7% 1.35 1.6% 94% False False 5,826
120 84.42 68.50 15.92 19.1% 1.23 1.5% 94% False False 5,198
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.28
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 87.32
2.618 85.94
1.618 85.09
1.000 84.56
0.618 84.24
HIGH 83.71
0.618 83.39
0.500 83.29
0.382 83.18
LOW 82.86
0.618 82.33
1.000 82.01
1.618 81.48
2.618 80.63
4.250 79.25
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 83.44 83.14
PP 83.36 82.75
S1 83.29 82.37

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

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