NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 18-Mar-2010
Day Change Summary
Previous Current
17-Mar-2010 18-Mar-2010 Change Change % Previous Week
Open 83.89 83.49 -0.40 -0.5% 83.08
High 84.00 83.74 -0.26 -0.3% 84.14
Low 82.78 82.86 0.08 0.1% 81.55
Close 83.89 83.34 -0.55 -0.7% 82.25
Range 1.22 0.88 -0.34 -27.9% 2.59
ATR 1.93 1.87 -0.06 -3.3% 0.00
Volume 23,217 24,022 805 3.5% 106,586
Daily Pivots for day following 18-Mar-2010
Classic Woodie Camarilla DeMark
R4 85.95 85.53 83.82
R3 85.07 84.65 83.58
R2 84.19 84.19 83.50
R1 83.77 83.77 83.42 83.54
PP 83.31 83.31 83.31 83.20
S1 82.89 82.89 83.26 82.66
S2 82.43 82.43 83.18
S3 81.55 82.01 83.10
S4 80.67 81.13 82.86
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.42 88.92 83.67
R3 87.83 86.33 82.96
R2 85.24 85.24 82.72
R1 83.74 83.74 82.49 83.20
PP 82.65 82.65 82.65 82.37
S1 81.15 81.15 82.01 80.61
S2 80.06 80.06 81.78
S3 77.47 78.56 81.54
S4 74.88 75.97 80.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.13 80.15 3.98 4.8% 1.81 2.2% 80% False False 20,818
10 84.14 80.15 3.99 4.8% 1.64 2.0% 80% False False 21,686
20 84.14 78.24 5.90 7.1% 1.77 2.1% 86% False False 17,425
40 84.14 71.64 12.50 15.0% 2.01 2.4% 94% False False 13,585
60 86.41 71.64 14.77 17.7% 1.83 2.2% 79% False False 10,593
80 86.41 71.64 14.77 17.7% 1.79 2.1% 79% False False 8,882
100 86.41 71.64 14.77 17.7% 1.78 2.1% 79% False False 7,744
120 86.41 70.06 16.35 19.6% 1.74 2.1% 81% False False 6,921
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 87.48
2.618 86.04
1.618 85.16
1.000 84.62
0.618 84.28
HIGH 83.74
0.618 83.40
0.500 83.30
0.382 83.20
LOW 82.86
0.618 82.32
1.000 81.98
1.618 81.44
2.618 80.56
4.250 79.12
Fisher Pivots for day following 18-Mar-2010
Pivot 1 day 3 day
R1 83.33 82.98
PP 83.31 82.61
S1 83.30 82.25

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

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