NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 87.95 89.44 1.49 1.7% 87.60
High 89.61 90.11 0.50 0.6% 89.61
Low 87.82 89.02 1.20 1.4% 85.81
Close 89.62 89.44 -0.18 -0.2% 89.62
Range 1.79 1.09 -0.70 -39.1% 3.80
ATR 1.53 1.50 -0.03 -2.1% 0.00
Volume 15,809 18,099 2,290 14.5% 67,394
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.79 92.21 90.04
R3 91.70 91.12 89.74
R2 90.61 90.61 89.64
R1 90.03 90.03 89.54 89.99
PP 89.52 89.52 89.52 89.50
S1 88.94 88.94 89.34 88.90
S2 88.43 88.43 89.24
S3 87.34 87.85 89.14
S4 86.25 86.76 88.84
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 99.75 98.48 91.71
R3 95.95 94.68 90.67
R2 92.15 92.15 90.32
R1 90.88 90.88 89.97 91.52
PP 88.35 88.35 88.35 88.66
S1 87.08 87.08 89.27 87.72
S2 84.55 84.55 88.92
S3 80.75 83.28 88.58
S4 76.95 79.48 87.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.11 86.66 3.45 3.9% 1.40 1.6% 81% True False 14,121
10 90.11 85.81 4.30 4.8% 1.43 1.6% 84% True False 16,361
20 90.11 82.24 7.87 8.8% 1.37 1.5% 91% True False 13,532
40 90.11 80.15 9.96 11.1% 1.28 1.4% 93% True False 9,097
60 90.11 73.17 16.94 18.9% 1.36 1.5% 96% True False 7,370
Crabel Price Patterns
NR True
NR4 True
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 0.35
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.74
2.618 92.96
1.618 91.87
1.000 91.20
0.618 90.78
HIGH 90.11
0.618 89.69
0.500 89.57
0.382 89.44
LOW 89.02
0.618 88.35
1.000 87.93
1.618 87.26
2.618 86.17
4.250 84.39
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 89.57 89.09
PP 89.52 88.74
S1 89.48 88.39

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

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