NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 85.70 85.23 -0.47 -0.5% 92.10
High 86.41 86.81 0.40 0.5% 93.29
Low 85.23 84.85 -0.38 -0.4% 82.63
Close 86.21 85.23 -0.98 -1.1% 83.47
Range 1.18 1.96 0.78 66.1% 10.66
ATR 1.74 1.75 0.02 0.9% 0.00
Volume 6,290 5,071 -1,219 -19.4% 26,685
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 91.51 90.33 86.31
R3 89.55 88.37 85.77
R2 87.59 87.59 85.59
R1 86.41 86.41 85.41 86.21
PP 85.63 85.63 85.63 85.53
S1 84.45 84.45 85.05 84.25
S2 83.67 83.67 84.87
S3 81.71 82.49 84.69
S4 79.75 80.53 84.15
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 86.81 82.89 3.92 4.6% 1.96 2.3% 60% True False 5,857
10 93.29 82.63 10.66 12.5% 2.11 2.5% 24% False False 5,202
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.14
2.618 91.94
1.618 89.98
1.000 88.77
0.618 88.02
HIGH 86.81
0.618 86.06
0.500 85.83
0.382 85.60
LOW 84.85
0.618 83.64
1.000 82.89
1.618 81.68
2.618 79.72
4.250 76.52
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 85.83 85.67
PP 85.63 85.52
S1 85.43 85.38

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

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