NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 81.03 79.10 -1.93 -2.4% 84.28
High 81.03 79.74 -1.29 -1.6% 86.81
Low 78.50 77.65 -0.85 -1.1% 81.22
Close 78.42 77.69 -0.73 -0.9% 81.43
Range 2.53 2.09 -0.44 -17.4% 5.59
ATR 1.99 1.99 0.01 0.4% 0.00
Volume 6,314 4,743 -1,571 -24.9% 25,819
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 84.63 83.25 78.84
R3 82.54 81.16 78.26
R2 80.45 80.45 78.07
R1 79.07 79.07 77.88 78.72
PP 78.36 78.36 78.36 78.18
S1 76.98 76.98 77.50 76.63
S2 76.27 76.27 77.31
S3 74.18 74.89 77.12
S4 72.09 72.80 76.54
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 77.65 9.16 11.8% 2.06 2.6% 0% False True 5,412
10 89.50 77.65 11.85 15.3% 2.39 3.1% 0% False True 5,717
20 93.29 77.65 15.64 20.1% 1.69 2.2% 0% False True 4,883
Crabel Price Patterns
NR True
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 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.62
2.618 85.21
1.618 83.12
1.000 81.83
0.618 81.03
HIGH 79.74
0.618 78.94
0.500 78.70
0.382 78.45
LOW 77.65
0.618 76.36
1.000 75.56
1.618 74.27
2.618 72.18
4.250 68.77
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 78.70 80.70
PP 78.36 79.70
S1 78.03 78.69

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

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