NYMEX Light Sweet Crude Oil Future August 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 72.13 71.35 -0.78 -1.1% 77.81
High 72.49 71.35 -1.14 -1.6% 78.03
Low 71.06 68.59 -2.47 -3.5% 70.27
Close 71.62 70.10 -1.52 -2.1% 71.67
Range 1.43 2.76 1.33 93.0% 7.76
ATR 2.51 2.55 0.04 1.5% 0.00
Volume 113,143 75,589 -37,554 -33.2% 554,454
Daily Pivots for day following 25-May-2010
Classic Woodie Camarilla DeMark
R4 78.29 76.96 71.62
R3 75.53 74.20 70.86
R2 72.77 72.77 70.61
R1 71.44 71.44 70.35 70.73
PP 70.01 70.01 70.01 69.66
S1 68.68 68.68 69.85 67.97
S2 67.25 67.25 69.59
S3 64.49 65.92 69.34
S4 61.73 63.16 68.58
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 96.60 91.90 75.94
R3 88.84 84.14 73.80
R2 81.08 81.08 73.09
R1 76.38 76.38 72.38 74.85
PP 73.32 73.32 73.32 72.56
S1 68.62 68.62 70.96 67.09
S2 65.56 65.56 70.25
S3 57.80 60.86 69.54
S4 50.04 53.10 67.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.60 68.59 6.01 8.6% 2.54 3.6% 25% False True 112,862
10 83.26 68.59 14.67 20.9% 2.68 3.8% 10% False True 104,197
20 91.38 68.59 22.79 32.5% 2.76 3.9% 7% False True 87,958
40 91.38 68.59 22.79 32.5% 2.15 3.1% 7% False True 64,664
60 91.38 68.59 22.79 32.5% 1.97 2.8% 7% False True 46,660
80 91.38 68.59 22.79 32.5% 2.00 2.9% 7% False True 36,677
100 91.38 68.59 22.79 32.5% 1.83 2.6% 7% False True 30,051
120 91.38 68.59 22.79 32.5% 1.68 2.4% 7% False True 25,379
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 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.08
2.618 78.58
1.618 75.82
1.000 74.11
0.618 73.06
HIGH 71.35
0.618 70.30
0.500 69.97
0.382 69.64
LOW 68.59
0.618 66.88
1.000 65.83
1.618 64.12
2.618 61.36
4.250 56.86
Fisher Pivots for day following 25-May-2010
Pivot 1 day 3 day
R1 70.06 70.68
PP 70.01 70.48
S1 69.97 70.29

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

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