NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 81.00 80.07 -0.93 -1.1% 81.52
High 81.62 82.05 0.43 0.5% 81.86
Low 79.24 79.59 0.35 0.4% 78.24
Close 79.86 80.81 0.95 1.2% 80.71
Range 2.38 2.46 0.08 3.4% 3.62
ATR 2.14 2.16 0.02 1.1% 0.00
Volume 13,361 13,607 246 1.8% 60,244
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 88.20 86.96 82.16
R3 85.74 84.50 81.49
R2 83.28 83.28 81.26
R1 82.04 82.04 81.04 82.66
PP 80.82 80.82 80.82 81.13
S1 79.58 79.58 80.58 80.20
S2 78.36 78.36 80.36
S3 75.90 77.12 80.13
S4 73.44 74.66 79.46
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 91.13 89.54 82.70
R3 87.51 85.92 81.71
R2 83.89 83.89 81.37
R1 82.30 82.30 81.04 81.29
PP 80.27 80.27 80.27 79.76
S1 78.68 78.68 80.38 77.67
S2 76.65 76.65 80.05
S3 73.03 75.06 79.71
S4 69.41 71.44 78.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.05 78.24 3.81 4.7% 2.36 2.9% 67% True False 12,952
10 82.05 78.24 3.81 4.7% 2.01 2.5% 67% True False 11,145
20 82.05 71.64 10.41 12.9% 2.30 2.8% 88% True False 11,323
40 86.41 71.64 14.77 18.3% 1.98 2.5% 62% False False 9,062
60 86.41 71.64 14.77 18.3% 1.84 2.3% 62% False False 7,195
80 86.41 71.64 14.77 18.3% 1.78 2.2% 62% False False 6,158
100 86.41 71.64 14.77 18.3% 1.77 2.2% 62% False False 5,608
120 86.41 70.06 16.35 20.2% 1.73 2.1% 66% False False 5,138
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 0.32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.51
2.618 88.49
1.618 86.03
1.000 84.51
0.618 83.57
HIGH 82.05
0.618 81.11
0.500 80.82
0.382 80.53
LOW 79.59
0.618 78.07
1.000 77.13
1.618 75.61
2.618 73.15
4.250 69.14
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 80.82 80.74
PP 80.82 80.67
S1 80.81 80.61

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

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