NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 70.35 71.16 0.81 1.2% 73.97
High 72.49 72.60 0.11 0.2% 75.42
Low 69.51 70.75 1.24 1.8% 70.73
Close 71.44 71.99 0.55 0.8% 71.51
Range 2.98 1.85 -1.13 -37.9% 4.69
ATR 2.89 2.82 -0.07 -2.6% 0.00
Volume 448,494 417,308 -31,186 -7.0% 1,689,727
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 77.33 76.51 73.01
R3 75.48 74.66 72.50
R2 73.63 73.63 72.33
R1 72.81 72.81 72.16 73.22
PP 71.78 71.78 71.78 71.99
S1 70.96 70.96 71.82 71.37
S2 69.93 69.93 71.65
S3 68.08 69.11 71.48
S4 66.23 67.26 70.97
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 86.62 83.76 74.09
R3 81.93 79.07 72.80
R2 77.24 77.24 72.37
R1 74.38 74.38 71.94 73.47
PP 72.55 72.55 72.55 72.10
S1 69.69 69.69 71.08 68.78
S2 67.86 67.86 70.65
S3 63.17 65.00 70.22
S4 58.48 60.31 68.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.42 69.51 5.91 8.2% 2.88 4.0% 42% False False 426,971
10 75.72 67.15 8.57 11.9% 3.01 4.2% 56% False False 403,807
20 81.24 67.15 14.09 19.6% 2.82 3.9% 34% False False 376,075
40 89.77 67.15 22.62 31.4% 2.58 3.6% 21% False False 266,317
60 89.77 67.15 22.62 31.4% 2.27 3.2% 21% False False 190,598
80 89.77 67.15 22.62 31.4% 2.18 3.0% 21% False False 146,718
100 89.77 67.15 22.62 31.4% 2.16 3.0% 21% False False 119,216
120 89.77 67.15 22.62 31.4% 2.05 2.8% 21% False False 100,012
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.68
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 80.46
2.618 77.44
1.618 75.59
1.000 74.45
0.618 73.74
HIGH 72.60
0.618 71.89
0.500 71.68
0.382 71.46
LOW 70.75
0.618 69.61
1.000 68.90
1.618 67.76
2.618 65.91
4.250 62.89
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 71.89 72.47
PP 71.78 72.31
S1 71.68 72.15

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

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