NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 78.46 79.41 0.95 1.2% 75.65
High 80.50 81.04 0.54 0.7% 81.04
Low 77.69 78.98 1.29 1.7% 75.24
Close 80.27 80.85 0.58 0.7% 80.85
Range 2.81 2.06 -0.75 -26.7% 5.80
ATR 2.33 2.31 -0.02 -0.8% 0.00
Volume 32,443 47,851 15,408 47.5% 145,886
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 86.47 85.72 81.98
R3 84.41 83.66 81.42
R2 82.35 82.35 81.23
R1 81.60 81.60 81.04 81.98
PP 80.29 80.29 80.29 80.48
S1 79.54 79.54 80.66 79.92
S2 78.23 78.23 80.47
S3 76.17 77.48 80.28
S4 74.11 75.42 79.72
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 96.44 94.45 84.04
R3 90.64 88.65 82.45
R2 84.84 84.84 81.91
R1 82.85 82.85 81.38 83.85
PP 79.04 79.04 79.04 79.54
S1 77.05 77.05 80.32 78.05
S2 73.24 73.24 79.79
S3 67.44 71.25 79.26
S4 61.64 65.45 77.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.04 74.22 6.82 8.4% 2.36 2.9% 97% True False 39,734
10 81.04 70.75 10.29 12.7% 2.51 3.1% 98% True False 46,060
20 81.04 70.75 10.29 12.7% 2.39 3.0% 98% True False 39,371
40 85.95 70.75 15.20 18.8% 2.04 2.5% 66% False False 31,656
60 85.95 70.75 15.20 18.8% 2.06 2.5% 66% False False 28,856
80 85.95 70.75 15.20 18.8% 2.08 2.6% 66% False False 25,327
100 85.95 69.58 16.37 20.2% 2.04 2.5% 69% False False 23,015
120 85.95 69.40 16.55 20.5% 2.01 2.5% 69% False False 20,993
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 0.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.80
2.618 86.43
1.618 84.37
1.000 83.10
0.618 82.31
HIGH 81.04
0.618 80.25
0.500 80.01
0.382 79.77
LOW 78.98
0.618 77.71
1.000 76.92
1.618 75.65
2.618 73.59
4.250 70.23
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 80.57 80.36
PP 80.29 79.86
S1 80.01 79.37

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

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