NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 25-May-2010
Day Change Summary
Previous Current
24-May-2010 25-May-2010 Change Change % Previous Week
Open 70.62 69.90 -0.72 -1.0% 75.63
High 70.96 70.04 -0.92 -1.3% 75.94
Low 69.57 67.15 -2.42 -3.5% 68.85
Close 70.21 68.75 -1.46 -2.1% 70.04
Range 1.39 2.89 1.50 107.9% 7.09
ATR 2.57 2.61 0.03 1.4% 0.00
Volume 449,427 279,820 -169,607 -37.7% 1,996,271
Daily Pivots for day following 25-May-2010
Classic Woodie Camarilla DeMark
R4 77.32 75.92 70.34
R3 74.43 73.03 69.54
R2 71.54 71.54 69.28
R1 70.14 70.14 69.01 69.40
PP 68.65 68.65 68.65 68.27
S1 67.25 67.25 68.49 66.51
S2 65.76 65.76 68.22
S3 62.87 64.36 67.96
S4 59.98 61.47 67.16
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 92.88 88.55 73.94
R3 85.79 81.46 71.99
R2 78.70 78.70 71.34
R1 74.37 74.37 70.69 72.99
PP 71.61 71.61 71.61 70.92
S1 67.28 67.28 69.39 65.90
S2 64.52 64.52 68.74
S3 57.43 60.19 68.09
S4 50.34 53.10 66.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.28 67.15 6.13 8.9% 2.60 3.8% 26% False True 442,179
10 80.97 67.15 13.82 20.1% 2.71 3.9% 12% False True 357,328
20 89.77 67.15 22.62 32.9% 2.80 4.1% 7% False True 272,367
40 89.77 67.15 22.62 32.9% 2.23 3.2% 7% False True 185,002
60 89.77 67.15 22.62 32.9% 2.07 3.0% 7% False True 130,961
80 89.77 67.15 22.62 32.9% 2.12 3.1% 7% False True 100,991
100 89.77 67.15 22.62 32.9% 2.02 2.9% 7% False True 82,101
120 89.77 67.15 22.62 32.9% 1.95 2.8% 7% False True 68,993
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.32
2.618 77.61
1.618 74.72
1.000 72.93
0.618 71.83
HIGH 70.04
0.618 68.94
0.500 68.60
0.382 68.25
LOW 67.15
0.618 65.36
1.000 64.26
1.618 62.47
2.618 59.58
4.250 54.87
Fisher Pivots for day following 25-May-2010
Pivot 1 day 3 day
R1 68.70 69.19
PP 68.65 69.04
S1 68.60 68.90

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

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