NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 82.56 82.61 0.05 0.1% 80.67
High 83.22 82.73 -0.49 -0.6% 82.89
Low 81.71 81.04 -0.67 -0.8% 78.84
Close 82.78 82.30 -0.48 -0.6% 82.37
Range 1.51 1.69 0.18 11.9% 4.05
ATR 2.10 2.07 -0.03 -1.2% 0.00
Volume 50,594 56,393 5,799 11.5% 263,986
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 87.09 86.39 83.23
R3 85.40 84.70 82.76
R2 83.71 83.71 82.61
R1 83.01 83.01 82.45 82.52
PP 82.02 82.02 82.02 81.78
S1 81.32 81.32 82.15 80.83
S2 80.33 80.33 81.99
S3 78.64 79.63 81.84
S4 76.95 77.94 81.37
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 93.52 91.99 84.60
R3 89.47 87.94 83.48
R2 85.42 85.42 83.11
R1 83.89 83.89 82.74 84.66
PP 81.37 81.37 81.37 81.75
S1 79.84 79.84 82.00 80.61
S2 77.32 77.32 81.63
S3 73.27 75.79 81.26
S4 69.22 71.74 80.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.22 80.24 2.98 3.6% 1.53 1.9% 69% False False 53,831
10 83.22 77.84 5.38 6.5% 1.99 2.4% 83% False False 49,195
20 83.22 72.72 10.50 12.8% 2.10 2.6% 91% False False 45,178
40 85.95 70.75 15.20 18.5% 2.16 2.6% 76% False False 40,444
60 85.95 70.75 15.20 18.5% 1.96 2.4% 76% False False 33,858
80 85.95 70.75 15.20 18.5% 2.02 2.4% 76% False False 30,429
100 85.95 70.75 15.20 18.5% 2.04 2.5% 76% False False 27,367
120 85.95 69.40 16.55 20.1% 2.02 2.5% 78% False False 24,714
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 89.91
2.618 87.15
1.618 85.46
1.000 84.42
0.618 83.77
HIGH 82.73
0.618 82.08
0.500 81.89
0.382 81.69
LOW 81.04
0.618 80.00
1.000 79.35
1.618 78.31
2.618 76.62
4.250 73.86
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 82.16 82.24
PP 82.02 82.19
S1 81.89 82.13

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

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