NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 29-Apr-2010
Day Change Summary
Previous Current
28-Apr-2010 29-Apr-2010 Change Change % Previous Week
Open 87.00 89.25 2.25 2.6% 86.22
High 88.35 89.82 1.47 1.7% 89.06
Low 86.64 87.85 1.21 1.4% 85.25
Close 88.19 89.25 1.06 1.2% 89.07
Range 1.71 1.97 0.26 15.2% 3.81
ATR 1.62 1.64 0.03 1.6% 0.00
Volume 49,362 48,517 -845 -1.7% 162,993
Daily Pivots for day following 29-Apr-2010
Classic Woodie Camarilla DeMark
R4 94.88 94.04 90.33
R3 92.91 92.07 89.79
R2 90.94 90.94 89.61
R1 90.10 90.10 89.43 90.24
PP 88.97 88.97 88.97 89.04
S1 88.13 88.13 89.07 88.27
S2 87.00 87.00 88.89
S3 85.03 86.16 88.71
S4 83.06 84.19 88.17
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 89.82 86.64 3.18 3.6% 1.71 1.9% 82% True False 38,862
10 89.82 85.25 4.57 5.1% 1.74 2.0% 88% True False 35,067
20 89.82 84.66 5.16 5.8% 1.52 1.7% 89% True False 32,823
40 89.82 80.45 9.37 10.5% 1.51 1.7% 94% True False 20,812
60 89.82 72.43 17.39 19.5% 1.68 1.9% 97% True False 16,119
80 89.82 72.43 17.39 19.5% 1.57 1.8% 97% True False 13,074
100 89.82 72.43 17.39 19.5% 1.44 1.6% 97% True False 10,929
120 89.82 72.43 17.39 19.5% 1.39 1.6% 97% True False 9,509
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 98.19
2.618 94.98
1.618 93.01
1.000 91.79
0.618 91.04
HIGH 89.82
0.618 89.07
0.500 88.84
0.382 88.60
LOW 87.85
0.618 86.63
1.000 85.88
1.618 84.66
2.618 82.69
4.250 79.48
Fisher Pivots for day following 29-Apr-2010
Pivot 1 day 3 day
R1 89.11 88.91
PP 88.97 88.57
S1 88.84 88.23

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

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