NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 80.55 80.39 -0.16 -0.2% 81.42
High 81.28 80.55 -0.73 -0.9% 82.77
Low 79.94 77.35 -2.59 -3.2% 77.60
Close 80.55 78.08 -2.47 -3.1% 80.84
Range 1.34 3.20 1.86 138.8% 5.17
ATR 2.18 2.25 0.07 3.4% 0.00
Volume 39,799 32,425 -7,374 -18.5% 182,310
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 88.26 86.37 79.84
R3 85.06 83.17 78.96
R2 81.86 81.86 78.67
R1 79.97 79.97 78.37 79.32
PP 78.66 78.66 78.66 78.33
S1 76.77 76.77 77.79 76.12
S2 75.46 75.46 77.49
S3 72.26 73.57 77.20
S4 69.06 70.37 76.32
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 95.91 93.55 83.68
R3 90.74 88.38 82.26
R2 85.57 85.57 81.79
R1 83.21 83.21 81.31 81.81
PP 80.40 80.40 80.40 79.70
S1 78.04 78.04 80.37 76.64
S2 75.23 75.23 79.89
S3 70.06 72.87 79.42
S4 64.89 67.70 78.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.28 77.35 3.93 5.0% 2.27 2.9% 19% False True 39,503
10 82.77 77.35 5.42 6.9% 1.96 2.5% 13% False True 39,573
20 82.77 74.48 8.29 10.6% 2.17 2.8% 43% False False 44,382
40 93.08 71.50 21.58 27.6% 2.56 3.3% 30% False False 51,458
60 93.55 71.50 22.05 28.2% 2.21 2.8% 30% False False 52,983
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 0.56
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 94.15
2.618 88.93
1.618 85.73
1.000 83.75
0.618 82.53
HIGH 80.55
0.618 79.33
0.500 78.95
0.382 78.57
LOW 77.35
0.618 75.37
1.000 74.15
1.618 72.17
2.618 68.97
4.250 63.75
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 78.95 79.32
PP 78.66 78.90
S1 78.37 78.49

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

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