NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 80.70 80.58 -0.12 -0.1% 78.20
High 81.50 81.09 -0.41 -0.5% 81.50
Low 80.39 79.59 -0.80 -1.0% 77.78
Close 80.70 80.58 -0.12 -0.1% 80.58
Range 1.11 1.50 0.39 35.1% 3.72
ATR 2.15 2.10 -0.05 -2.2% 0.00
Volume 13,151 15,912 2,761 21.0% 67,495
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 84.92 84.25 81.41
R3 83.42 82.75 80.99
R2 81.92 81.92 80.86
R1 81.25 81.25 80.72 81.33
PP 80.42 80.42 80.42 80.46
S1 79.75 79.75 80.44 79.83
S2 78.92 78.92 80.31
S3 77.42 78.25 80.17
S4 75.92 76.75 79.76
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 91.11 89.57 82.63
R3 87.39 85.85 81.60
R2 83.67 83.67 81.26
R1 82.13 82.13 80.92 82.90
PP 79.95 79.95 79.95 80.34
S1 78.41 78.41 80.24 79.18
S2 76.23 76.23 79.90
S3 72.51 74.69 79.56
S4 68.79 70.97 78.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.50 77.78 3.72 4.6% 1.66 2.1% 75% False False 13,499
10 81.50 74.23 7.27 9.0% 1.79 2.2% 87% False False 13,257
20 81.50 70.96 10.54 13.1% 2.17 2.7% 91% False False 12,921
40 93.14 70.96 22.18 27.5% 2.18 2.7% 43% False False 12,996
60 93.14 70.96 22.18 27.5% 1.82 2.3% 43% False False 11,578
80 93.14 70.96 22.18 27.5% 1.67 2.1% 43% False False 9,704
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.47
2.618 85.02
1.618 83.52
1.000 82.59
0.618 82.02
HIGH 81.09
0.618 80.52
0.500 80.34
0.382 80.16
LOW 79.59
0.618 78.66
1.000 78.09
1.618 77.16
2.618 75.66
4.250 73.22
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 80.50 80.56
PP 80.42 80.53
S1 80.34 80.51

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

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