NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 07-May-2010
Day Change Summary
Previous Current
06-May-2010 07-May-2010 Change Change % Previous Week
Open 82.70 79.96 -2.74 -3.3% 88.51
High 83.36 81.17 -2.19 -2.6% 89.77
Low 77.75 77.74 -0.01 0.0% 77.74
Close 80.18 78.51 -1.67 -2.1% 78.51
Range 5.61 3.43 -2.18 -38.9% 12.03
ATR 2.33 2.41 0.08 3.4% 0.00
Volume 191,388 217,466 26,078 13.6% 951,714
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 89.43 87.40 80.40
R3 86.00 83.97 79.45
R2 82.57 82.57 79.14
R1 80.54 80.54 78.82 79.84
PP 79.14 79.14 79.14 78.79
S1 77.11 77.11 78.20 76.41
S2 75.71 75.71 77.88
S3 72.28 73.68 77.57
S4 68.85 70.25 76.62
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 118.10 110.33 85.13
R3 106.07 98.30 81.82
R2 94.04 94.04 80.72
R1 86.27 86.27 79.61 84.14
PP 82.01 82.01 82.01 80.94
S1 74.24 74.24 77.41 72.11
S2 69.98 69.98 76.30
S3 57.95 62.21 75.20
S4 45.92 50.18 71.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.77 77.74 12.03 15.3% 3.61 4.6% 6% False True 190,342
10 89.77 77.74 12.03 15.3% 2.76 3.5% 6% False True 170,546
20 89.77 77.74 12.03 15.3% 2.27 2.9% 6% False True 152,254
40 89.77 77.74 12.03 15.3% 1.99 2.5% 6% False True 92,804
60 89.77 74.65 15.12 19.3% 1.96 2.5% 26% False False 66,684
80 89.77 71.64 18.13 23.1% 1.98 2.5% 38% False False 52,333
100 89.77 71.64 18.13 23.1% 1.87 2.4% 38% False False 42,617
120 89.77 71.64 18.13 23.1% 1.84 2.3% 38% False False 36,085
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 0.53
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.75
2.618 90.15
1.618 86.72
1.000 84.60
0.618 83.29
HIGH 81.17
0.618 79.86
0.500 79.46
0.382 79.05
LOW 77.74
0.618 75.62
1.000 74.31
1.618 72.19
2.618 68.76
4.250 63.16
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 79.46 81.88
PP 79.14 80.75
S1 78.83 79.63

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

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