NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 80.14 78.62 -1.52 -1.9% 79.34
High 80.59 78.78 -1.81 -2.2% 82.08
Low 78.51 75.06 -3.45 -4.4% 75.06
Close 78.99 75.43 -3.56 -4.5% 75.43
Range 2.08 3.72 1.64 78.8% 7.02
ATR 2.40 2.51 0.11 4.6% 0.00
Volume 293,788 335,848 42,060 14.3% 1,259,422
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 87.58 85.23 77.48
R3 83.86 81.51 76.45
R2 80.14 80.14 76.11
R1 77.79 77.79 75.77 77.11
PP 76.42 76.42 76.42 76.08
S1 74.07 74.07 75.09 73.39
S2 72.70 72.70 74.75
S3 68.98 70.35 74.41
S4 65.26 66.63 73.38
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 98.58 94.03 79.29
R3 91.56 87.01 77.36
R2 84.54 84.54 76.72
R1 79.99 79.99 76.07 78.76
PP 77.52 77.52 77.52 76.91
S1 72.97 72.97 74.79 71.74
S2 70.50 70.50 74.14
S3 63.48 65.95 73.50
S4 56.46 58.93 71.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.08 75.06 7.02 9.3% 2.55 3.4% 5% False True 251,884
10 89.77 75.06 14.71 19.5% 3.08 4.1% 3% False True 221,113
20 89.77 75.06 14.71 19.5% 2.48 3.3% 3% False True 180,691
40 89.77 75.06 14.71 19.5% 2.08 2.8% 3% False True 121,687
60 89.77 75.06 14.71 19.5% 1.98 2.6% 3% False True 86,933
80 89.77 71.64 18.13 24.0% 2.04 2.7% 21% False False 67,636
100 89.77 71.64 18.13 24.0% 1.93 2.6% 21% False False 55,031
120 89.77 71.64 18.13 24.0% 1.89 2.5% 21% False False 46,484
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 94.59
2.618 88.52
1.618 84.80
1.000 82.50
0.618 81.08
HIGH 78.78
0.618 77.36
0.500 76.92
0.382 76.48
LOW 75.06
0.618 72.76
1.000 71.34
1.618 69.04
2.618 65.32
4.250 59.25
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 76.92 78.02
PP 76.42 77.15
S1 75.93 76.29

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

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