NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 84.28 85.67 1.39 1.6% 92.10
High 86.66 86.31 -0.35 -0.4% 93.29
Low 84.28 84.53 0.25 0.3% 82.63
Close 85.41 85.67 0.26 0.3% 83.47
Range 2.38 1.78 -0.60 -25.2% 10.66
ATR 1.78 1.78 0.00 0.0% 0.00
Volume 5,201 4,612 -589 -11.3% 26,685
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 90.84 90.04 86.65
R3 89.06 88.26 86.16
R2 87.28 87.28 86.00
R1 86.48 86.48 85.83 86.56
PP 85.50 85.50 85.50 85.55
S1 84.70 84.70 85.51 84.78
S2 83.72 83.72 85.34
S3 81.94 82.92 85.18
S4 80.16 81.14 84.69
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 118.44 111.62 89.33
R3 107.78 100.96 86.40
R2 97.12 97.12 85.42
R1 90.30 90.30 84.45 88.38
PP 86.46 86.46 86.46 85.51
S1 79.64 79.64 82.49 77.72
S2 75.80 75.80 81.52
S3 65.14 68.98 80.54
S4 54.48 58.32 77.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.50 82.63 6.87 8.0% 2.72 3.2% 44% False False 6,022
10 93.29 82.63 10.66 12.4% 1.97 2.3% 29% False False 5,235
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 93.88
2.618 90.97
1.618 89.19
1.000 88.09
0.618 87.41
HIGH 86.31
0.618 85.63
0.500 85.42
0.382 85.21
LOW 84.53
0.618 83.43
1.000 82.75
1.618 81.65
2.618 79.87
4.250 76.97
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 85.59 85.37
PP 85.50 85.07
S1 85.42 84.78

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

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