NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 23-Feb-2010
Day Change Summary
Previous Current
22-Feb-2010 23-Feb-2010 Change Change % Previous Week
Open 80.66 80.41 -0.25 -0.3% 74.98
High 81.15 80.80 -0.35 -0.4% 80.63
Low 80.06 78.65 -1.41 -1.8% 74.58
Close 80.72 79.29 -1.43 -1.8% 80.45
Range 1.09 2.15 1.06 97.2% 6.05
ATR 2.26 2.25 -0.01 -0.3% 0.00
Volume 56,634 54,264 -2,370 -4.2% 199,755
Daily Pivots for day following 23-Feb-2010
Classic Woodie Camarilla DeMark
R4 86.03 84.81 80.47
R3 83.88 82.66 79.88
R2 81.73 81.73 79.68
R1 80.51 80.51 79.49 80.05
PP 79.58 79.58 79.58 79.35
S1 78.36 78.36 79.09 77.90
S2 77.43 77.43 78.90
S3 75.28 76.21 78.70
S4 73.13 74.06 78.11
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 96.70 94.63 83.78
R3 90.65 88.58 82.11
R2 84.60 84.60 81.56
R1 82.53 82.53 81.00 83.57
PP 78.55 78.55 78.55 79.07
S1 76.48 76.48 79.90 77.52
S2 72.50 72.50 79.34
S3 66.45 70.43 78.79
S4 60.40 64.38 77.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.15 77.20 3.95 5.0% 1.90 2.4% 53% False False 50,838
10 81.15 72.20 8.95 11.3% 2.32 2.9% 79% False False 60,017
20 81.15 70.28 10.87 13.7% 2.41 3.0% 83% False False 52,283
40 85.43 70.28 15.15 19.1% 2.04 2.6% 59% False False 36,365
60 85.43 70.28 15.15 19.1% 2.01 2.5% 59% False False 28,144
80 85.43 70.28 15.15 19.1% 1.97 2.5% 59% False False 22,419
100 85.43 69.30 16.13 20.3% 1.84 2.3% 62% False False 18,865
120 85.43 68.84 16.59 20.9% 1.67 2.1% 63% False False 16,208
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 0.59
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.94
2.618 86.43
1.618 84.28
1.000 82.95
0.618 82.13
HIGH 80.80
0.618 79.98
0.500 79.73
0.382 79.47
LOW 78.65
0.618 77.32
1.000 76.50
1.618 75.17
2.618 73.02
4.250 69.51
Fisher Pivots for day following 23-Feb-2010
Pivot 1 day 3 day
R1 79.73 79.85
PP 79.58 79.66
S1 79.44 79.48

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

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