NYMEX Light Sweet Crude Oil Future August 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 84.32 81.59 -2.73 -3.2% 89.91
High 84.87 82.64 -2.23 -2.6% 91.38
Low 79.53 79.40 -0.13 -0.2% 79.40
Close 81.80 80.22 -1.58 -1.9% 80.22
Range 5.34 3.24 -2.10 -39.3% 11.98
ATR 2.24 2.32 0.07 3.2% 0.00
Volume 77,065 77,890 825 1.1% 356,611
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 90.47 88.59 82.00
R3 87.23 85.35 81.11
R2 83.99 83.99 80.81
R1 82.11 82.11 80.52 81.43
PP 80.75 80.75 80.75 80.42
S1 78.87 78.87 79.92 78.19
S2 77.51 77.51 79.63
S3 74.27 75.63 79.33
S4 71.03 72.39 78.44
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 119.61 111.89 86.81
R3 107.63 99.91 83.51
R2 95.65 95.65 82.42
R1 87.93 87.93 81.32 85.80
PP 83.67 83.67 83.67 82.60
S1 75.95 75.95 79.12 73.82
S2 71.69 71.69 78.02
S3 59.71 63.97 76.93
S4 47.73 51.99 73.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.38 79.40 11.98 14.9% 3.61 4.5% 7% False True 71,322
10 91.38 79.40 11.98 14.9% 2.67 3.3% 7% False True 71,429
20 91.38 79.40 11.98 14.9% 2.16 2.7% 7% False True 62,451
40 91.38 79.40 11.98 14.9% 1.87 2.3% 7% False True 39,127
60 91.38 75.42 15.96 19.9% 1.82 2.3% 30% False False 28,628
80 91.38 72.04 19.34 24.1% 1.80 2.2% 42% False False 22,893
100 91.38 72.04 19.34 24.1% 1.61 2.0% 42% False False 18,643
120 91.38 72.04 19.34 24.1% 1.49 1.9% 42% False False 15,947
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 0.48
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.41
2.618 91.12
1.618 87.88
1.000 85.88
0.618 84.64
HIGH 82.64
0.618 81.40
0.500 81.02
0.382 80.64
LOW 79.40
0.618 77.40
1.000 76.16
1.618 74.16
2.618 70.92
4.250 65.63
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 81.02 83.49
PP 80.75 82.40
S1 80.49 81.31

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

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