NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 05-Apr-2010
Day Change Summary
Previous Current
01-Apr-2010 05-Apr-2010 Change Change % Previous Week
Open 84.14 87.62 3.48 4.1% 81.20
High 86.02 87.83 1.81 2.1% 86.02
Low 84.10 86.00 1.90 2.3% 81.20
Close 85.78 87.62 1.84 2.1% 85.78
Range 1.92 1.83 -0.09 -4.7% 4.82
ATR 1.84 1.85 0.02 0.8% 0.00
Volume 42,129 38,732 -3,397 -8.1% 138,064
Daily Pivots for day following 05-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.64 91.96 88.63
R3 90.81 90.13 88.12
R2 88.98 88.98 87.96
R1 88.30 88.30 87.79 88.54
PP 87.15 87.15 87.15 87.27
S1 86.47 86.47 87.45 86.71
S2 85.32 85.32 87.28
S3 83.49 84.64 87.12
S4 81.66 82.81 86.61
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 98.79 97.11 88.43
R3 93.97 92.29 87.11
R2 89.15 89.15 86.66
R1 87.47 87.47 86.22 88.31
PP 84.33 84.33 84.33 84.76
S1 82.65 82.65 85.34 83.49
S2 79.51 79.51 84.90
S3 74.69 77.83 84.45
S4 69.87 73.01 83.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.83 81.20 6.63 7.6% 1.73 2.0% 97% True False 35,359
10 87.83 79.70 8.13 9.3% 1.73 2.0% 97% True False 30,872
20 87.83 79.70 8.13 9.3% 1.73 2.0% 97% True False 26,791
40 87.83 71.64 16.19 18.5% 1.90 2.2% 99% True False 19,850
60 87.83 71.64 16.19 18.5% 1.90 2.2% 99% True False 15,748
80 87.83 71.64 16.19 18.5% 1.80 2.1% 99% True False 12,688
100 87.83 71.64 16.19 18.5% 1.78 2.0% 99% True False 10,785
120 87.83 71.64 16.19 18.5% 1.75 2.0% 99% True False 9,565
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.61
2.618 92.62
1.618 90.79
1.000 89.66
0.618 88.96
HIGH 87.83
0.618 87.13
0.500 86.92
0.382 86.70
LOW 86.00
0.618 84.87
1.000 84.17
1.618 83.04
2.618 81.21
4.250 78.22
Fisher Pivots for day following 05-Apr-2010
Pivot 1 day 3 day
R1 87.39 86.89
PP 87.15 86.16
S1 86.92 85.44

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

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