NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 09-Feb-2010
Day Change Summary
Previous Current
08-Feb-2010 09-Feb-2010 Change Change % Previous Week
Open 72.81 72.56 -0.25 -0.3% 73.70
High 73.17 75.00 1.83 2.5% 79.15
Low 71.57 72.20 0.63 0.9% 70.28
Close 72.76 74.71 1.95 2.7% 71.95
Range 1.60 2.80 1.20 75.0% 8.87
ATR 2.25 2.29 0.04 1.8% 0.00
Volume 93,186 62,871 -30,315 -32.5% 216,801
Daily Pivots for day following 09-Feb-2010
Classic Woodie Camarilla DeMark
R4 82.37 81.34 76.25
R3 79.57 78.54 75.48
R2 76.77 76.77 75.22
R1 75.74 75.74 74.97 76.26
PP 73.97 73.97 73.97 74.23
S1 72.94 72.94 74.45 73.46
S2 71.17 71.17 74.20
S3 68.37 70.14 73.94
S4 65.57 67.34 73.17
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 100.40 95.05 76.83
R3 91.53 86.18 74.39
R2 82.66 82.66 73.58
R1 77.31 77.31 72.76 75.55
PP 73.79 73.79 73.79 72.92
S1 68.44 68.44 71.14 66.68
S2 64.92 64.92 70.32
S3 56.05 59.57 69.51
S4 47.18 50.70 67.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.15 70.28 8.87 11.9% 3.00 4.0% 50% False False 63,189
10 79.15 70.28 8.87 11.9% 2.64 3.5% 50% False False 47,722
20 83.89 70.28 13.61 18.2% 2.29 3.1% 33% False False 38,318
40 85.43 70.28 15.15 20.3% 1.91 2.5% 29% False False 25,312
60 85.43 70.28 15.15 20.3% 1.92 2.6% 29% False False 19,930
80 85.43 70.28 15.15 20.3% 1.88 2.5% 29% False False 16,304
100 85.43 68.84 16.59 22.2% 1.71 2.3% 35% False False 13,786
120 85.43 68.84 16.59 22.2% 1.51 2.0% 35% False False 11,892
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.90
2.618 82.33
1.618 79.53
1.000 77.80
0.618 76.73
HIGH 75.00
0.618 73.93
0.500 73.60
0.382 73.27
LOW 72.20
0.618 70.47
1.000 69.40
1.618 67.67
2.618 64.87
4.250 60.30
Fisher Pivots for day following 09-Feb-2010
Pivot 1 day 3 day
R1 74.34 74.02
PP 73.97 73.33
S1 73.60 72.64

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

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