NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 80.09 82.27 2.18 2.7% 82.27
High 82.32 83.36 1.04 1.3% 83.47
Low 79.59 81.98 2.39 3.0% 80.57
Close 81.97 83.21 1.24 1.5% 81.54
Range 2.73 1.38 -1.35 -49.5% 2.90
ATR 2.15 2.09 -0.05 -2.5% 0.00
Volume 141,848 166,486 24,638 17.4% 707,234
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.99 86.48 83.97
R3 85.61 85.10 83.59
R2 84.23 84.23 83.46
R1 83.72 83.72 83.34 83.98
PP 82.85 82.85 82.85 82.98
S1 82.34 82.34 83.08 82.60
S2 81.47 81.47 82.96
S3 80.09 80.96 82.83
S4 78.71 79.58 82.45
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.56 88.95 83.14
R3 87.66 86.05 82.34
R2 84.76 84.76 82.07
R1 83.15 83.15 81.81 82.51
PP 81.86 81.86 81.86 81.54
S1 80.25 80.25 81.27 79.61
S2 78.96 78.96 81.01
S3 76.06 77.35 80.74
S4 73.16 74.45 79.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.47 79.41 4.06 4.9% 1.99 2.4% 94% False False 156,166
10 83.47 79.41 4.06 4.9% 1.84 2.2% 94% False False 132,562
20 83.47 77.20 6.27 7.5% 2.05 2.5% 96% False False 101,618
40 83.47 70.28 13.19 15.9% 2.23 2.7% 98% False False 75,371
60 85.43 70.28 15.15 18.2% 2.04 2.5% 85% False False 55,306
80 85.43 70.28 15.15 18.2% 2.01 2.4% 85% False False 44,194
100 85.43 70.28 15.15 18.2% 1.96 2.4% 85% False False 36,414
120 85.43 68.84 16.59 19.9% 1.85 2.2% 87% False False 31,085
Crabel Price Patterns
NR True
NR4 True
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 0.38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 89.23
2.618 86.97
1.618 85.59
1.000 84.74
0.618 84.21
HIGH 83.36
0.618 82.83
0.500 82.67
0.382 82.51
LOW 81.98
0.618 81.13
1.000 80.60
1.618 79.75
2.618 78.37
4.250 76.12
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 83.03 82.60
PP 82.85 81.99
S1 82.67 81.39

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

View Archives - Comment on this page... - Back to Index of Symbols