NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 16-Apr-2010
Day Change Summary
Previous Current
15-Apr-2010 16-Apr-2010 Change Change % Previous Week
Open 87.90 87.94 0.04 0.0% 86.85
High 88.42 88.03 -0.39 -0.4% 88.42
Low 87.34 85.50 -1.84 -2.1% 85.06
Close 88.07 86.22 -1.85 -2.1% 86.22
Range 1.08 2.53 1.45 134.3% 3.36
ATR 1.68 1.74 0.06 3.8% 0.00
Volume 144,513 113,838 -30,675 -21.2% 690,673
Daily Pivots for day following 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.17 92.73 87.61
R3 91.64 90.20 86.92
R2 89.11 89.11 86.68
R1 87.67 87.67 86.45 87.13
PP 86.58 86.58 86.58 86.31
S1 85.14 85.14 85.99 84.60
S2 84.05 84.05 85.76
S3 81.52 82.61 85.52
S4 78.99 80.08 84.83
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 96.65 94.79 88.07
R3 93.29 91.43 87.14
R2 89.93 89.93 86.84
R1 88.07 88.07 86.53 87.32
PP 86.57 86.57 86.57 86.19
S1 84.71 84.71 85.91 83.96
S2 83.21 83.21 85.60
S3 79.85 81.35 85.30
S4 76.49 77.99 84.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.42 85.06 3.36 3.9% 1.69 2.0% 35% False False 138,134
10 88.42 85.06 3.36 3.9% 1.58 1.8% 35% False False 94,778
20 88.42 79.70 8.72 10.1% 1.68 1.9% 75% False False 62,683
40 88.42 78.24 10.18 11.8% 1.72 2.0% 78% False False 40,054
60 88.42 71.64 16.78 19.5% 1.90 2.2% 87% False False 29,951
80 88.42 71.64 16.78 19.5% 1.79 2.1% 87% False False 23,616
100 88.42 71.64 16.78 19.5% 1.77 2.1% 87% False False 19,642
120 88.42 71.64 16.78 19.5% 1.77 2.0% 87% False False 16,900
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 98.78
2.618 94.65
1.618 92.12
1.000 90.56
0.618 89.59
HIGH 88.03
0.618 87.06
0.500 86.77
0.382 86.47
LOW 85.50
0.618 83.94
1.000 82.97
1.618 81.41
2.618 78.88
4.250 74.75
Fisher Pivots for day following 16-Apr-2010
Pivot 1 day 3 day
R1 86.77 86.96
PP 86.58 86.71
S1 86.40 86.47

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

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