NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 81.43 81.03 -0.40 -0.5% 84.28
High 83.75 81.03 -2.72 -3.2% 86.81
Low 81.22 78.50 -2.72 -3.3% 81.22
Close 81.43 78.42 -3.01 -3.7% 81.43
Range 2.53 2.53 0.00 0.0% 5.59
ATR 1.91 1.99 0.07 3.8% 0.00
Volume 4,645 6,314 1,669 35.9% 25,819
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 86.91 85.19 79.81
R3 84.38 82.66 79.12
R2 81.85 81.85 78.88
R1 80.13 80.13 78.65 79.73
PP 79.32 79.32 79.32 79.11
S1 77.60 77.60 78.19 77.20
S2 76.79 76.79 77.96
S3 74.26 75.07 77.72
S4 71.73 72.54 77.03
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 99.92 96.27 84.50
R3 94.33 90.68 82.97
R2 88.74 88.74 82.45
R1 85.09 85.09 81.94 84.12
PP 83.15 83.15 83.15 82.67
S1 79.50 79.50 80.92 78.53
S2 77.56 77.56 80.41
S3 71.97 73.91 79.89
S4 66.38 68.32 78.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.81 78.50 8.31 10.6% 2.00 2.5% -1% False True 5,386
10 92.30 78.50 13.80 17.6% 2.41 3.1% -1% False True 5,589
20 93.29 78.50 14.79 18.9% 1.62 2.1% -1% False True 4,784
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.24
Fibonacci Retracements and Extensions
4.250 91.78
2.618 87.65
1.618 85.12
1.000 83.56
0.618 82.59
HIGH 81.03
0.618 80.06
0.500 79.77
0.382 79.47
LOW 78.50
0.618 76.94
1.000 75.97
1.618 74.41
2.618 71.88
4.250 67.75
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 79.77 82.66
PP 79.32 81.24
S1 78.87 79.83

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

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