NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 82.49 83.11 0.62 0.8% 80.51
High 83.37 83.23 -0.14 -0.2% 84.45
Low 82.38 80.83 -1.55 -1.9% 80.44
Close 83.17 81.96 -1.21 -1.5% 82.35
Range 0.99 2.40 1.41 142.4% 4.01
ATR 1.97 2.00 0.03 1.5% 0.00
Volume 68,535 62,472 -6,063 -8.8% 277,410
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 89.21 87.98 83.28
R3 86.81 85.58 82.62
R2 84.41 84.41 82.40
R1 83.18 83.18 82.18 82.60
PP 82.01 82.01 82.01 81.71
S1 80.78 80.78 81.74 80.20
S2 79.61 79.61 81.52
S3 77.21 78.38 81.30
S4 74.81 75.98 80.64
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 94.44 92.41 84.56
R3 90.43 88.40 83.45
R2 86.42 86.42 83.09
R1 84.39 84.39 82.72 85.41
PP 82.41 82.41 82.41 82.92
S1 80.38 80.38 81.98 81.40
S2 78.40 78.40 81.61
S3 74.39 76.37 81.25
S4 70.38 72.36 80.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.45 80.83 3.62 4.4% 1.64 2.0% 31% False True 59,071
10 84.45 77.49 6.96 8.5% 1.89 2.3% 64% False False 57,405
20 84.45 77.14 7.31 8.9% 1.93 2.4% 66% False False 48,405
40 84.45 73.15 11.30 13.8% 2.04 2.5% 78% False False 43,617
60 84.45 71.50 12.95 15.8% 2.24 2.7% 81% False False 47,581
80 93.55 71.50 22.05 26.9% 2.26 2.8% 47% False False 49,497
100 93.55 71.50 22.05 26.9% 2.11 2.6% 47% False False 48,508
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.43
2.618 89.51
1.618 87.11
1.000 85.63
0.618 84.71
HIGH 83.23
0.618 82.31
0.500 82.03
0.382 81.75
LOW 80.83
0.618 79.35
1.000 78.43
1.618 76.95
2.618 74.55
4.250 70.63
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 82.03 82.56
PP 82.01 82.36
S1 81.98 82.16

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

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