NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 75.21 75.34 0.13 0.2% 75.75
High 76.07 76.27 0.20 0.3% 76.92
Low 74.57 74.08 -0.49 -0.7% 74.08
Close 75.18 74.53 -0.65 -0.9% 74.53
Range 1.50 2.19 0.69 46.0% 2.84
ATR 1.85 1.87 0.02 1.3% 0.00
Volume 35,993 30,007 -5,986 -16.6% 169,695
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 81.53 80.22 75.73
R3 79.34 78.03 75.13
R2 77.15 77.15 74.93
R1 75.84 75.84 74.73 75.40
PP 74.96 74.96 74.96 74.74
S1 73.65 73.65 74.33 73.21
S2 72.77 72.77 74.13
S3 70.58 71.46 73.93
S4 68.39 69.27 73.33
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 83.70 81.95 76.09
R3 80.86 79.11 75.31
R2 78.02 78.02 75.05
R1 76.27 76.27 74.79 75.73
PP 75.18 75.18 75.18 74.90
S1 73.43 73.43 74.27 72.89
S2 72.34 72.34 74.01
S3 69.50 70.59 73.75
S4 66.66 67.75 72.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.92 74.08 2.84 3.8% 1.71 2.3% 16% False True 33,939
10 81.45 74.08 7.37 9.9% 1.94 2.6% 6% False True 33,093
20 85.95 74.08 11.87 15.9% 1.76 2.4% 4% False True 29,686
40 85.95 74.08 11.87 15.9% 1.80 2.4% 4% False True 25,557
60 85.95 74.08 11.87 15.9% 1.91 2.6% 4% False True 22,473
80 85.95 71.98 13.97 18.7% 1.94 2.6% 18% False False 20,490
100 85.95 69.40 16.55 22.2% 1.96 2.6% 31% False False 18,749
120 85.95 69.40 16.55 22.2% 1.92 2.6% 31% False False 16,951
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.58
2.618 82.00
1.618 79.81
1.000 78.46
0.618 77.62
HIGH 76.27
0.618 75.43
0.500 75.18
0.382 74.92
LOW 74.08
0.618 72.73
1.000 71.89
1.618 70.54
2.618 68.35
4.250 64.77
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 75.18 75.33
PP 74.96 75.06
S1 74.75 74.80

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

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