NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 30-Apr-2010
Day Change Summary
Previous Current
29-Apr-2010 30-Apr-2010 Change Change % Previous Week
Open 83.33 85.58 2.25 2.7% 85.22
High 85.63 86.50 0.87 1.0% 86.50
Low 83.01 85.16 2.15 2.6% 81.29
Close 85.17 86.15 0.98 1.2% 86.15
Range 2.62 1.34 -1.28 -48.9% 5.21
ATR 2.03 1.98 -0.05 -2.4% 0.00
Volume 400,695 393,689 -7,006 -1.7% 1,916,899
Daily Pivots for day following 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 89.96 89.39 86.89
R3 88.62 88.05 86.52
R2 87.28 87.28 86.40
R1 86.71 86.71 86.27 87.00
PP 85.94 85.94 85.94 86.08
S1 85.37 85.37 86.03 85.66
S2 84.60 84.60 85.90
S3 83.26 84.03 85.78
S4 81.92 82.69 85.41
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 100.28 98.42 89.02
R3 95.07 93.21 87.58
R2 89.86 89.86 87.11
R1 88.00 88.00 86.63 88.93
PP 84.65 84.65 84.65 85.11
S1 82.79 82.79 85.67 83.72
S2 79.44 79.44 85.19
S3 74.23 77.58 84.72
S4 69.02 72.37 83.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.50 81.29 5.21 6.0% 2.13 2.5% 93% True False 383,379
10 86.50 81.29 5.21 6.0% 2.07 2.4% 93% True False 383,887
20 87.59 81.29 6.30 7.3% 1.89 2.2% 77% False False 298,421
40 87.59 79.27 8.32 9.7% 1.85 2.2% 83% False False 187,052
60 87.59 70.75 16.84 19.5% 2.03 2.4% 91% False False 139,725
80 87.59 70.75 16.84 19.5% 2.01 2.3% 91% False False 112,725
100 87.59 70.75 16.84 19.5% 1.95 2.3% 91% False False 94,278
120 87.59 70.75 16.84 19.5% 1.99 2.3% 91% False False 81,513
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.43
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 92.20
2.618 90.01
1.618 88.67
1.000 87.84
0.618 87.33
HIGH 86.50
0.618 85.99
0.500 85.83
0.382 85.67
LOW 85.16
0.618 84.33
1.000 83.82
1.618 82.99
2.618 81.65
4.250 79.47
Fisher Pivots for day following 30-Apr-2010
Pivot 1 day 3 day
R1 86.04 85.40
PP 85.94 84.65
S1 85.83 83.90

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

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