NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 13-Oct-2010
Day Change Summary
Previous Current
12-Oct-2010 13-Oct-2010 Change Change % Previous Week
Open 81.94 81.72 -0.22 -0.3% 81.68
High 82.33 83.45 1.12 1.4% 84.43
Low 80.88 81.68 0.80 1.0% 80.30
Close 81.67 83.01 1.34 1.6% 82.66
Range 1.45 1.77 0.32 22.1% 4.13
ATR 2.05 2.03 -0.02 -0.9% 0.00
Volume 296,430 278,534 -17,896 -6.0% 1,731,867
Daily Pivots for day following 13-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.02 87.29 83.98
R3 86.25 85.52 83.50
R2 84.48 84.48 83.33
R1 83.75 83.75 83.17 84.12
PP 82.71 82.71 82.71 82.90
S1 81.98 81.98 82.85 82.35
S2 80.94 80.94 82.69
S3 79.17 80.21 82.52
S4 77.40 78.44 82.04
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.85 92.89 84.93
R3 90.72 88.76 83.80
R2 86.59 86.59 83.42
R1 84.63 84.63 83.04 85.61
PP 82.46 82.46 82.46 82.96
S1 80.50 80.50 82.28 81.48
S2 78.33 78.33 81.90
S3 74.20 76.37 81.52
S4 70.07 72.24 80.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.43 80.30 4.13 5.0% 2.23 2.7% 66% False False 313,358
10 84.43 77.55 6.88 8.3% 2.11 2.5% 79% False False 323,776
20 84.43 73.58 10.85 13.1% 2.07 2.5% 87% False False 304,779
40 84.43 71.49 12.94 15.6% 2.01 2.4% 89% False False 227,290
60 84.43 71.49 12.94 15.6% 1.99 2.4% 89% False False 164,928
80 84.43 71.49 12.94 15.6% 2.01 2.4% 89% False False 127,118
100 84.43 70.96 13.47 16.2% 2.04 2.5% 89% False False 104,208
120 93.14 70.96 22.18 26.7% 2.07 2.5% 54% False False 89,068
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 0.50
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.97
2.618 88.08
1.618 86.31
1.000 85.22
0.618 84.54
HIGH 83.45
0.618 82.77
0.500 82.57
0.382 82.36
LOW 81.68
0.618 80.59
1.000 79.91
1.618 78.82
2.618 77.05
4.250 74.16
Fisher Pivots for day following 13-Oct-2010
Pivot 1 day 3 day
R1 82.86 82.74
PP 82.71 82.46
S1 82.57 82.19

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

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