NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 05-Apr-2010
Day Change Summary
Previous Current
01-Apr-2010 05-Apr-2010 Change Change % Previous Week
Open 86.01 88.53 2.52 2.9% 83.87
High 86.77 88.65 1.88 2.2% 86.77
Low 85.86 87.38 1.52 1.8% 82.39
Close 86.67 88.53 1.86 2.1% 86.67
Range 0.91 1.27 0.36 39.6% 4.38
ATR 1.40 1.44 0.04 2.9% 0.00
Volume 5,803 9,425 3,622 62.4% 20,561
Daily Pivots for day following 05-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.00 91.53 89.23
R3 90.73 90.26 88.88
R2 89.46 89.46 88.76
R1 88.99 88.99 88.65 89.17
PP 88.19 88.19 88.19 88.27
S1 87.72 87.72 88.41 87.90
S2 86.92 86.92 88.30
S3 85.65 86.45 88.18
S4 84.38 85.18 87.83
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 98.42 96.92 89.08
R3 94.04 92.54 87.87
R2 89.66 89.66 87.47
R1 88.16 88.16 87.07 88.91
PP 85.28 85.28 85.28 85.65
S1 83.78 83.78 86.27 84.53
S2 80.90 80.90 85.87
S3 76.52 79.40 85.47
S4 72.14 75.02 84.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.65 82.39 6.26 7.1% 1.13 1.3% 98% True False 5,997
10 88.65 80.89 7.76 8.8% 1.21 1.4% 98% True False 4,819
20 88.65 80.89 7.76 8.8% 1.15 1.3% 98% True False 4,422
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.15
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.05
2.618 91.97
1.618 90.70
1.000 89.92
0.618 89.43
HIGH 88.65
0.618 88.16
0.500 88.02
0.382 87.87
LOW 87.38
0.618 86.60
1.000 86.11
1.618 85.33
2.618 84.06
4.250 81.98
Fisher Pivots for day following 05-Apr-2010
Pivot 1 day 3 day
R1 88.36 87.84
PP 88.19 87.15
S1 88.02 86.46

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

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