NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 19-May-2010
Day Change Summary
Previous Current
18-May-2010 19-May-2010 Change Change % Previous Week
Open 70.50 69.11 -1.39 -2.0% 76.11
High 72.52 71.30 -1.22 -1.7% 78.51
Low 68.91 67.90 -1.01 -1.5% 70.83
Close 69.41 69.87 0.46 0.7% 71.61
Range 3.61 3.40 -0.21 -5.8% 7.68
ATR 2.75 2.79 0.05 1.7% 0.00
Volume 355,833 206,381 -149,452 -42.0% 2,498,407
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 79.89 78.28 71.74
R3 76.49 74.88 70.81
R2 73.09 73.09 70.49
R1 71.48 71.48 70.18 72.29
PP 69.69 69.69 69.69 70.09
S1 68.08 68.08 69.56 68.89
S2 66.29 66.29 69.25
S3 62.89 64.68 68.94
S4 59.49 61.28 68.00
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 96.69 91.83 75.83
R3 89.01 84.15 73.72
R2 81.33 81.33 73.02
R1 76.47 76.47 72.31 75.06
PP 73.65 73.65 73.65 72.95
S1 68.79 68.79 70.91 67.38
S2 65.97 65.97 70.20
S3 58.29 61.11 69.50
S4 50.61 53.43 67.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.45 67.90 8.55 12.2% 3.22 4.6% 23% False True 388,874
10 80.39 67.90 12.49 17.9% 3.29 4.7% 16% False True 455,189
20 87.15 67.90 19.25 27.6% 2.87 4.1% 10% False True 427,263
40 87.59 67.90 19.69 28.2% 2.30 3.3% 10% False True 308,798
60 87.59 67.90 19.69 28.2% 2.19 3.1% 10% False True 226,137
80 87.59 67.90 19.69 28.2% 2.23 3.2% 10% False True 179,701
100 87.59 67.90 19.69 28.2% 2.11 3.0% 10% False True 148,928
120 87.59 67.90 19.69 28.2% 2.12 3.0% 10% False True 128,006
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 False
Stretch 0.82
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.75
2.618 80.20
1.618 76.80
1.000 74.70
0.618 73.40
HIGH 71.30
0.618 70.00
0.500 69.60
0.382 69.20
LOW 67.90
0.618 65.80
1.000 64.50
1.618 62.40
2.618 59.00
4.250 53.45
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 69.78 70.21
PP 69.69 70.10
S1 69.60 69.98

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

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