NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 28-Apr-2010
Day Change Summary
Previous Current
27-Apr-2010 28-Apr-2010 Change Change % Previous Week
Open 88.60 87.00 -1.60 -1.8% 86.22
High 89.00 88.35 -0.65 -0.7% 89.06
Low 87.18 86.64 -0.54 -0.6% 85.25
Close 87.76 88.19 0.43 0.5% 89.07
Range 1.82 1.71 -0.11 -6.0% 3.81
ATR 1.61 1.62 0.01 0.5% 0.00
Volume 28,002 49,362 21,360 76.3% 162,993
Daily Pivots for day following 28-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.86 92.23 89.13
R3 91.15 90.52 88.66
R2 89.44 89.44 88.50
R1 88.81 88.81 88.35 89.13
PP 87.73 87.73 87.73 87.88
S1 87.10 87.10 88.03 87.42
S2 86.02 86.02 87.88
S3 84.31 85.39 87.72
S4 82.60 83.68 87.25
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 99.22 97.96 91.17
R3 95.41 94.15 90.12
R2 91.60 91.60 89.77
R1 90.34 90.34 89.42 90.97
PP 87.79 87.79 87.79 88.11
S1 86.53 86.53 88.72 87.16
S2 83.98 83.98 88.37
S3 80.17 82.72 88.02
S4 76.36 78.91 86.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.55 86.03 3.52 4.0% 1.72 1.9% 61% False False 37,854
10 89.58 85.25 4.33 4.9% 1.63 1.9% 68% False False 34,854
20 89.58 83.75 5.83 6.6% 1.49 1.7% 76% False False 30,827
40 89.58 80.45 9.13 10.4% 1.50 1.7% 85% False False 19,753
60 89.58 72.43 17.15 19.4% 1.69 1.9% 92% False False 15,407
80 89.58 72.43 17.15 19.4% 1.55 1.8% 92% False False 12,483
100 89.58 72.43 17.15 19.4% 1.43 1.6% 92% False False 10,477
120 89.58 72.43 17.15 19.4% 1.37 1.6% 92% False False 9,136
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 True
Bull Hook False
Stretch 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.62
2.618 92.83
1.618 91.12
1.000 90.06
0.618 89.41
HIGH 88.35
0.618 87.70
0.500 87.50
0.382 87.29
LOW 86.64
0.618 85.58
1.000 84.93
1.618 83.87
2.618 82.16
4.250 79.37
Fisher Pivots for day following 28-Apr-2010
Pivot 1 day 3 day
R1 87.96 88.16
PP 87.73 88.13
S1 87.50 88.10

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

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