NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 81.85 81.05 -0.80 -1.0% 82.70
High 81.95 82.57 0.62 0.8% 82.94
Low 80.73 80.45 -0.28 -0.3% 79.48
Close 81.85 81.05 -0.80 -1.0% 81.85
Range 1.22 2.12 0.90 73.8% 3.46
ATR
Volume 3,370 4,985 1,615 47.9% 19,035
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 87.72 86.50 82.22
R3 85.60 84.38 81.63
R2 83.48 83.48 81.44
R1 82.26 82.26 81.24 82.11
PP 81.36 81.36 81.36 81.28
S1 80.14 80.14 80.86 79.99
S2 79.24 79.24 80.66
S3 77.12 78.02 80.47
S4 75.00 75.90 79.88
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 91.80 90.29 83.75
R3 88.34 86.83 82.80
R2 84.88 84.88 82.48
R1 83.37 83.37 82.17 82.40
PP 81.42 81.42 81.42 80.94
S1 79.91 79.91 81.53 78.94
S2 77.96 77.96 81.22
S3 74.50 76.45 80.90
S4 71.04 72.99 79.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.57 79.48 3.09 3.8% 1.67 2.1% 51% True False 3,312
10 82.94 79.48 3.46 4.3% 1.14 1.4% 45% False False 3,672
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 91.58
2.618 88.12
1.618 86.00
1.000 84.69
0.618 83.88
HIGH 82.57
0.618 81.76
0.500 81.51
0.382 81.26
LOW 80.45
0.618 79.14
1.000 78.33
1.618 77.02
2.618 74.90
4.250 71.44
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 81.51 81.04
PP 81.36 81.03
S1 81.20 81.03

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

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