NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 25-Jan-2010
Day Change Summary
Previous Current
22-Jan-2010 25-Jan-2010 Change Change % Previous Week
Open 78.13 77.43 -0.70 -0.9% 80.05
High 78.54 77.49 -1.05 -1.3% 81.53
Low 76.09 76.34 0.25 0.3% 76.09
Close 76.63 77.43 0.80 1.0% 76.63
Range 2.45 1.15 -1.30 -53.1% 5.44
ATR 1.80 1.76 -0.05 -2.6% 0.00
Volume 5,051 9,499 4,448 88.1% 26,716
Daily Pivots for day following 25-Jan-2010
Classic Woodie Camarilla DeMark
R4 80.54 80.13 78.06
R3 79.39 78.98 77.75
R2 78.24 78.24 77.64
R1 77.83 77.83 77.54 78.01
PP 77.09 77.09 77.09 77.17
S1 76.68 76.68 77.32 76.86
S2 75.94 75.94 77.22
S3 74.79 75.53 77.11
S4 73.64 74.38 76.80
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 94.40 90.96 79.62
R3 88.96 85.52 78.13
R2 83.52 83.52 77.63
R1 80.08 80.08 77.13 79.08
PP 78.08 78.08 78.08 77.59
S1 74.64 74.64 76.13 73.64
S2 72.64 72.64 75.63
S3 67.20 69.20 75.13
S4 61.76 63.76 73.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.53 76.09 5.44 7.0% 1.92 2.5% 25% False False 7,243
10 86.41 76.09 10.32 13.3% 1.81 2.3% 13% False False 6,846
20 86.41 76.09 10.32 13.3% 1.49 1.9% 13% False False 5,233
40 86.41 75.83 10.58 13.7% 1.62 2.1% 15% False False 4,550
60 86.41 75.83 10.58 13.7% 1.63 2.1% 15% False False 4,053
80 86.41 70.46 15.95 20.6% 1.65 2.1% 44% False False 3,786
100 86.41 70.06 16.35 21.1% 1.61 2.1% 45% False False 3,651
120 86.41 70.06 16.35 21.1% 1.60 2.1% 45% False False 3,446
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 82.38
2.618 80.50
1.618 79.35
1.000 78.64
0.618 78.20
HIGH 77.49
0.618 77.05
0.500 76.92
0.382 76.78
LOW 76.34
0.618 75.63
1.000 75.19
1.618 74.48
2.618 73.33
4.250 71.45
Fisher Pivots for day following 25-Jan-2010
Pivot 1 day 3 day
R1 77.26 78.30
PP 77.09 78.01
S1 76.92 77.72

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

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