NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 82.53 81.92 -0.61 -0.7% 89.91
High 83.00 83.13 0.13 0.2% 91.38
Low 80.88 81.44 0.56 0.7% 79.40
Close 82.18 82.55 0.37 0.5% 80.22
Range 2.12 1.69 -0.43 -20.3% 11.98
ATR 2.38 2.33 -0.05 -2.1% 0.00
Volume 51,906 77,378 25,472 49.1% 356,611
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 87.44 86.69 83.48
R3 85.75 85.00 83.01
R2 84.06 84.06 82.86
R1 83.31 83.31 82.70 83.69
PP 82.37 82.37 82.37 82.56
S1 81.62 81.62 82.40 82.00
S2 80.68 80.68 82.24
S3 78.99 79.93 82.09
S4 77.30 78.24 81.62
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 84.87 79.40 5.47 6.6% 3.01 3.6% 58% False False 69,706
10 91.38 79.40 11.98 14.5% 2.81 3.4% 26% False False 71,527
20 91.38 79.40 11.98 14.5% 2.28 2.8% 26% False False 62,977
40 91.38 79.40 11.98 14.5% 1.88 2.3% 26% False False 43,268
60 91.38 78.62 12.76 15.5% 1.81 2.2% 31% False False 31,632
80 91.38 72.04 19.34 23.4% 1.83 2.2% 54% False False 25,166
100 91.38 72.04 19.34 23.4% 1.66 2.0% 54% False False 20,525
120 91.38 72.04 19.34 23.4% 1.53 1.9% 54% False False 17,509
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 0.50
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 90.31
2.618 87.55
1.618 85.86
1.000 84.82
0.618 84.17
HIGH 83.13
0.618 82.48
0.500 82.29
0.382 82.09
LOW 81.44
0.618 80.40
1.000 79.75
1.618 78.71
2.618 77.02
4.250 74.26
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 82.46 82.46
PP 82.37 82.37
S1 82.29 82.28

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

View Archives - Comment on this page... - Back to Index of Symbols