NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 77.89 80.38 2.49 3.2% 80.86
High 78.20 80.65 2.45 3.1% 82.01
Low 77.19 77.60 0.41 0.5% 77.19
Close 78.19 80.38 2.19 2.8% 80.38
Range 1.01 3.05 2.04 202.0% 4.82
ATR 2.00 2.07 0.08 3.8% 0.00
Volume 17,715 12,706 -5,009 -28.3% 58,937
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 88.69 87.59 82.06
R3 85.64 84.54 81.22
R2 82.59 82.59 80.94
R1 81.49 81.49 80.66 81.91
PP 79.54 79.54 79.54 79.75
S1 78.44 78.44 80.10 78.86
S2 76.49 76.49 79.82
S3 73.44 75.39 79.54
S4 70.39 72.34 78.70
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 94.32 92.17 83.03
R3 89.50 87.35 81.71
R2 84.68 84.68 81.26
R1 82.53 82.53 80.82 81.20
PP 79.86 79.86 79.86 79.19
S1 77.71 77.71 79.94 76.38
S2 75.04 75.04 79.50
S3 70.22 72.89 79.05
S4 65.40 68.07 77.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.01 77.19 4.82 6.0% 1.96 2.4% 66% False False 11,787
10 82.01 77.19 4.82 6.0% 1.81 2.2% 66% False False 12,643
20 82.01 74.23 7.78 9.7% 2.05 2.5% 79% False False 12,560
40 93.14 70.96 22.18 27.6% 2.27 2.8% 42% False False 13,199
60 93.14 70.96 22.18 27.6% 1.89 2.4% 42% False False 12,179
80 93.14 70.96 22.18 27.6% 1.70 2.1% 42% False False 10,212
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 93.61
2.618 88.63
1.618 85.58
1.000 83.70
0.618 82.53
HIGH 80.65
0.618 79.48
0.500 79.13
0.382 78.77
LOW 77.60
0.618 75.72
1.000 74.55
1.618 72.67
2.618 69.62
4.250 64.64
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 79.96 79.89
PP 79.54 79.41
S1 79.13 78.92

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

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