NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 78.35 77.36 -0.99 -1.3% 83.06
High 78.32 78.50 0.18 0.2% 83.02
Low 78.20 76.48 -1.72 -2.2% 77.80
Close 78.35 77.36 -0.99 -1.3% 78.19
Range 0.12 2.02 1.90 1,583.3% 5.22
ATR 1.38 1.42 0.05 3.3% 0.00
Volume 2,139 2,408 269 12.6% 8,261
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 83.51 82.45 78.47
R3 81.49 80.43 77.92
R2 79.47 79.47 77.73
R1 78.41 78.41 77.55 78.37
PP 77.45 77.45 77.45 77.43
S1 76.39 76.39 77.17 76.35
S2 75.43 75.43 76.99
S3 73.41 74.37 76.80
S4 71.39 72.35 76.25
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 95.33 91.98 81.06
R3 90.11 86.76 79.63
R2 84.89 84.89 79.15
R1 81.54 81.54 78.67 80.61
PP 79.67 79.67 79.67 79.20
S1 76.32 76.32 77.71 75.39
S2 74.45 74.45 77.23
S3 69.23 71.10 76.75
S4 64.01 65.88 75.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.89 76.48 5.41 7.0% 1.26 1.6% 16% False True 2,767
10 84.62 76.48 8.14 10.5% 1.20 1.5% 11% False True 2,474
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 87.09
2.618 83.79
1.618 81.77
1.000 80.52
0.618 79.75
HIGH 78.50
0.618 77.73
0.500 77.49
0.382 77.25
LOW 76.48
0.618 75.23
1.000 74.46
1.618 73.21
2.618 71.19
4.250 67.90
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 77.49 77.77
PP 77.45 77.63
S1 77.40 77.50

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

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