NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 24-Mar-2010

Day Change Summary
	Previous	Current
	23-Mar-2010	24-Mar-2010	Change	Change %	Previous Week
Open	82.19	82.00	-0.19	-0.2%	81.86
High	82.54	82.00	-0.54	-0.7%	83.70
Low	81.23	80.30	-0.93	-1.1%	79.77
Close	82.25	81.01	-1.24	-1.5%	81.36
Range	1.31	1.70	0.39	29.8%	3.93
ATR	2.03	2.02	-0.01	-0.3%	0.00
Volume	87,245	65,774	-21,471	-24.6%	351,477

Daily Pivots for day following 24-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.20	85.31	81.95
R3	84.50	83.61	81.48
R2	82.80	82.80	81.32
R1	81.91	81.91	81.17	81.51
PP	81.10	81.10	81.10	80.90
S1	80.21	80.21	80.85	79.81
S2	79.40	79.40	80.70
S3	77.70	78.51	80.54
S4	76.00	76.81	80.08

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.40	91.31	83.52
R3	89.47	87.38	82.44
R2	85.54	85.54	82.08
R1	83.45	83.45	81.72	82.53
PP	81.61	81.61	81.61	81.15
S1	79.52	79.52	81.00	78.60
S2	77.68	77.68	80.64
S3	73.75	75.59	80.28
S4	69.82	71.66	79.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.48	79.27	4.21	5.2%	1.86	2.3%	41%	False	False	75,960
10	83.80	79.27	4.53	5.6%	1.92	2.4%	38%	False	False	73,396
20	83.80	77.84	5.96	7.4%	1.96	2.4%	53%	False	False	61,997
40	83.80	70.75	13.05	16.1%	2.17	2.7%	79%	False	False	51,533
60	85.95	70.75	15.20	18.8%	1.99	2.5%	68%	False	False	43,041
80	85.95	70.75	15.20	18.8%	2.02	2.5%	68%	False	False	38,102
100	85.95	70.75	15.20	18.8%	2.03	2.5%	68%	False	False	33,516
120	85.95	70.75	15.20	18.8%	2.01	2.5%	68%	False	False	30,379

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.36
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.23
2.618	86.45
1.618	84.75
1.000	83.70
0.618	83.05
HIGH	82.00
0.618	81.35
0.500	81.15
0.382	80.95
LOW	80.30
0.618	79.25
1.000	78.60
1.618	77.55
2.618	75.85
4.250	73.08

Fisher Pivots for day following 24-Mar-2010
Pivot	1 day	3 day
R1	81.15	80.98
PP	81.10	80.94
S1	81.06	80.91

Download as Excel Spreadsheet

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

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