NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 82.60 82.83 0.23 0.3% 82.56
High 83.00 83.80 0.80 1.0% 83.80
Low 82.03 81.25 -0.78 -1.0% 81.04
Close 82.78 81.88 -0.90 -1.1% 81.88
Range 0.97 2.55 1.58 162.9% 2.76
ATR 2.00 2.04 0.04 2.0% 0.00
Volume 96,762 61,611 -35,151 -36.3% 321,535
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 89.96 88.47 83.28
R3 87.41 85.92 82.58
R2 84.86 84.86 82.35
R1 83.37 83.37 82.11 82.84
PP 82.31 82.31 82.31 82.05
S1 80.82 80.82 81.65 80.29
S2 79.76 79.76 81.41
S3 77.21 78.27 81.18
S4 74.66 75.72 80.48
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.52 88.96 83.40
R3 87.76 86.20 82.64
R2 85.00 85.00 82.39
R1 83.44 83.44 82.13 82.84
PP 82.24 82.24 82.24 81.94
S1 80.68 80.68 81.63 80.08
S2 79.48 79.48 81.37
S3 76.72 77.92 81.12
S4 73.96 75.16 80.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.80 81.04 2.76 3.4% 1.79 2.2% 30% True False 64,307
10 83.80 78.84 4.96 6.1% 1.85 2.3% 61% True False 58,552
20 83.80 74.22 9.58 11.7% 2.02 2.5% 80% True False 49,662
40 83.80 70.75 13.05 15.9% 2.15 2.6% 85% True False 43,837
60 85.95 70.75 15.20 18.6% 1.98 2.4% 73% False False 36,063
80 85.95 70.75 15.20 18.6% 2.01 2.5% 73% False False 32,444
100 85.95 70.75 15.20 18.6% 2.04 2.5% 73% False False 29,010
120 85.95 69.40 16.55 20.2% 2.04 2.5% 75% False False 26,275
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 94.64
2.618 90.48
1.618 87.93
1.000 86.35
0.618 85.38
HIGH 83.80
0.618 82.83
0.500 82.53
0.382 82.22
LOW 81.25
0.618 79.67
1.000 78.70
1.618 77.12
2.618 74.57
4.250 70.41
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 82.53 82.53
PP 82.31 82.31
S1 82.10 82.10

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

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