NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 83.75 85.22 1.47 1.8% 84.47
High 85.19 85.63 0.44 0.5% 85.19
Low 82.92 83.73 0.81 1.0% 81.73
Close 85.12 84.20 -0.92 -1.1% 85.12
Range 2.27 1.90 -0.37 -16.3% 3.46
ATR 1.92 1.92 0.00 -0.1% 0.00
Volume 433,947 322,550 -111,397 -25.7% 1,921,973
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 90.22 89.11 85.25
R3 88.32 87.21 84.72
R2 86.42 86.42 84.55
R1 85.31 85.31 84.37 84.92
PP 84.52 84.52 84.52 84.32
S1 83.41 83.41 84.03 83.02
S2 82.62 82.62 83.85
S3 80.72 81.51 83.68
S4 78.82 79.61 83.16
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.39 93.22 87.02
R3 90.93 89.76 86.07
R2 87.47 87.47 85.75
R1 86.30 86.30 85.44 86.89
PP 84.01 84.01 84.01 84.31
S1 82.84 82.84 84.80 83.43
S2 80.55 80.55 84.49
S3 77.09 79.38 84.17
S4 73.63 75.92 83.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.63 81.73 3.90 4.6% 1.92 2.3% 63% True False 376,784
10 87.26 81.73 5.53 6.6% 1.98 2.3% 45% False False 350,979
20 87.59 80.71 6.88 8.2% 1.81 2.1% 51% False False 236,723
40 87.59 78.84 8.75 10.4% 1.84 2.2% 61% False False 152,168
60 87.59 70.75 16.84 20.0% 2.04 2.4% 80% False False 115,253
80 87.59 70.75 16.84 20.0% 1.95 2.3% 80% False False 93,661
100 87.59 70.75 16.84 20.0% 1.94 2.3% 80% False False 79,257
120 87.59 70.75 16.84 20.0% 1.97 2.3% 80% False False 68,736
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 True
Stretch 0.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.71
2.618 90.60
1.618 88.70
1.000 87.53
0.618 86.80
HIGH 85.63
0.618 84.90
0.500 84.68
0.382 84.46
LOW 83.73
0.618 82.56
1.000 81.83
1.618 80.66
2.618 78.76
4.250 75.66
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 84.68 84.03
PP 84.52 83.85
S1 84.36 83.68

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

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