NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 13-Apr-2010
Day Change Summary
Previous Current
12-Apr-2010 13-Apr-2010 Change Change % Previous Week
Open 86.85 86.26 -0.59 -0.7% 87.62
High 87.35 86.50 -0.85 -1.0% 88.08
Low 86.02 85.06 -0.96 -1.1% 85.75
Close 86.41 86.16 -0.25 -0.3% 86.52
Range 1.33 1.44 0.11 8.3% 2.33
ATR 1.71 1.69 -0.02 -1.1% 0.00
Volume 135,570 120,134 -15,436 -11.4% 257,116
Daily Pivots for day following 13-Apr-2010
Classic Woodie Camarilla DeMark
R4 90.23 89.63 86.95
R3 88.79 88.19 86.56
R2 87.35 87.35 86.42
R1 86.75 86.75 86.29 86.33
PP 85.91 85.91 85.91 85.70
S1 85.31 85.31 86.03 84.89
S2 84.47 84.47 85.90
S3 83.03 83.87 85.76
S4 81.59 82.43 85.37
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 93.77 92.48 87.80
R3 91.44 90.15 87.16
R2 89.11 89.11 86.95
R1 87.82 87.82 86.73 87.30
PP 86.78 86.78 86.78 86.53
S1 85.49 85.49 86.31 84.97
S2 84.45 84.45 86.09
S3 82.12 83.16 85.88
S4 79.79 80.83 85.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.08 85.06 3.02 3.5% 1.48 1.7% 36% False True 88,528
10 88.08 82.61 5.47 6.3% 1.46 1.7% 65% False False 62,578
20 88.08 79.70 8.38 9.7% 1.62 1.9% 77% False False 44,216
40 88.08 75.73 12.35 14.3% 1.76 2.0% 84% False False 29,797
60 88.08 71.64 16.44 19.1% 1.88 2.2% 88% False False 23,041
80 88.08 71.64 16.44 19.1% 1.79 2.1% 88% False False 18,337
100 88.08 71.64 16.44 19.1% 1.75 2.0% 88% False False 15,350
120 88.08 71.64 16.44 19.1% 1.76 2.0% 88% False False 13,367
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.62
2.618 90.27
1.618 88.83
1.000 87.94
0.618 87.39
HIGH 86.50
0.618 85.95
0.500 85.78
0.382 85.61
LOW 85.06
0.618 84.17
1.000 83.62
1.618 82.73
2.618 81.29
4.250 78.94
Fisher Pivots for day following 13-Apr-2010
Pivot 1 day 3 day
R1 86.03 86.42
PP 85.91 86.33
S1 85.78 86.25

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

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