NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 13-Jan-2010
Day Change Summary
Previous Current
12-Jan-2010 13-Jan-2010 Change Change % Previous Week
Open 83.58 81.64 -1.94 -2.3% 81.11
High 83.89 82.11 -1.78 -2.1% 85.13
Low 81.50 80.00 -1.50 -1.8% 81.11
Close 82.28 81.21 -1.07 -1.3% 84.47
Range 2.39 2.11 -0.28 -11.7% 4.02
ATR 1.71 1.75 0.04 2.4% 0.00
Volume 14,649 22,787 8,138 55.6% 86,633
Daily Pivots for day following 13-Jan-2010
Classic Woodie Camarilla DeMark
R4 87.44 86.43 82.37
R3 85.33 84.32 81.79
R2 83.22 83.22 81.60
R1 82.21 82.21 81.40 81.66
PP 81.11 81.11 81.11 80.83
S1 80.10 80.10 81.02 79.55
S2 79.00 79.00 80.82
S3 76.89 77.99 80.63
S4 74.78 75.88 80.05
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 95.63 94.07 86.68
R3 91.61 90.05 85.58
R2 87.59 87.59 85.21
R1 86.03 86.03 84.84 86.81
PP 83.57 83.57 83.57 83.96
S1 82.01 82.01 84.10 82.79
S2 79.55 79.55 83.73
S3 75.53 77.99 83.36
S4 71.51 73.97 82.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.43 80.00 5.43 6.7% 1.74 2.1% 22% False True 21,758
10 85.43 80.00 5.43 6.7% 1.60 2.0% 22% False True 16,680
20 85.43 75.02 10.41 12.8% 1.63 2.0% 59% False False 12,915
40 85.43 74.52 10.91 13.4% 1.78 2.2% 61% False False 11,362
60 85.43 74.52 10.91 13.4% 1.76 2.2% 61% False False 9,399
80 85.43 68.84 16.59 20.4% 1.63 2.0% 75% False False 8,070
100 85.43 68.84 16.59 20.4% 1.39 1.7% 75% False False 6,939
120 85.43 68.84 16.59 20.4% 1.29 1.6% 75% False False 6,126
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.08
2.618 87.63
1.618 85.52
1.000 84.22
0.618 83.41
HIGH 82.11
0.618 81.30
0.500 81.06
0.382 80.81
LOW 80.00
0.618 78.70
1.000 77.89
1.618 76.59
2.618 74.48
4.250 71.03
Fisher Pivots for day following 13-Jan-2010
Pivot 1 day 3 day
R1 81.16 82.72
PP 81.11 82.21
S1 81.06 81.71

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

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