NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 76.87 77.39 0.52 0.7% 82.96
High 80.03 78.38 -1.65 -2.1% 85.35
Low 76.69 75.75 -0.94 -1.2% 79.54
Close 76.90 76.18 -0.72 -0.9% 79.80
Range 3.34 2.63 -0.71 -21.3% 5.81
ATR 2.32 2.34 0.02 1.0% 0.00
Volume 21,055 20,729 -326 -1.5% 91,560
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 84.66 83.05 77.63
R3 82.03 80.42 76.90
R2 79.40 79.40 76.66
R1 77.79 77.79 76.42 77.28
PP 76.77 76.77 76.77 76.52
S1 75.16 75.16 75.94 74.65
S2 74.14 74.14 75.70
S3 71.51 72.53 75.46
S4 68.88 69.90 74.73
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 98.99 95.21 83.00
R3 93.18 89.40 81.40
R2 87.37 87.37 80.87
R1 83.59 83.59 80.33 82.58
PP 81.56 81.56 81.56 81.06
S1 77.78 77.78 79.27 76.77
S2 75.75 75.75 78.73
S3 69.94 71.97 78.20
S4 64.13 66.16 76.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.35 75.75 9.60 12.6% 2.66 3.5% 4% False True 19,598
10 88.80 75.75 13.05 17.1% 2.89 3.8% 3% False True 20,157
20 92.75 75.75 17.00 22.3% 2.33 3.1% 3% False True 17,471
40 92.75 75.75 17.00 22.3% 1.78 2.3% 3% False True 14,304
60 92.75 75.75 17.00 22.3% 1.65 2.2% 3% False True 11,109
80 92.75 73.17 19.58 25.7% 1.56 2.1% 15% False False 9,265
Crabel Price Patterns
NR True
NR4 False
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 0.64
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.56
2.618 85.27
1.618 82.64
1.000 81.01
0.618 80.01
HIGH 78.38
0.618 77.38
0.500 77.07
0.382 76.75
LOW 75.75
0.618 74.12
1.000 73.12
1.618 71.49
2.618 68.86
4.250 64.57
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 77.07 79.53
PP 76.77 78.41
S1 76.48 77.30

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

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