NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 78.46 77.85 -0.61 -0.8% 81.82
High 80.76 78.55 -2.21 -2.7% 83.00
Low 78.03 77.00 -1.03 -1.3% 78.25
Close 78.46 77.85 -0.61 -0.8% 81.21
Range 2.73 1.55 -1.18 -43.2% 4.75
ATR 1.79 1.78 -0.02 -1.0% 0.00
Volume 4,400 4,068 -332 -7.5% 17,079
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 82.45 81.70 78.70
R3 80.90 80.15 78.28
R2 79.35 79.35 78.13
R1 78.60 78.60 77.99 78.63
PP 77.80 77.80 77.80 77.81
S1 77.05 77.05 77.71 77.08
S2 76.25 76.25 77.57
S3 74.70 75.50 77.42
S4 73.15 73.95 77.00
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 95.07 92.89 83.82
R3 90.32 88.14 82.52
R2 85.57 85.57 82.08
R1 83.39 83.39 81.65 82.11
PP 80.82 80.82 80.82 80.18
S1 78.64 78.64 80.77 77.36
S2 76.07 76.07 80.34
S3 71.32 73.89 79.90
S4 66.57 69.14 78.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.30 77.00 4.30 5.5% 1.53 2.0% 20% False True 4,560
10 83.00 77.00 6.00 7.7% 1.49 1.9% 14% False True 4,686
20 83.00 75.29 7.71 9.9% 1.61 2.1% 33% False False 4,866
40 89.50 72.06 17.44 22.4% 1.90 2.4% 33% False False 5,199
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 2 trading days
Fibonacci Retracements and Extensions
4.250 85.14
2.618 82.61
1.618 81.06
1.000 80.10
0.618 79.51
HIGH 78.55
0.618 77.96
0.500 77.78
0.382 77.59
LOW 77.00
0.618 76.04
1.000 75.45
1.618 74.49
2.618 72.94
4.250 70.41
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 77.83 78.97
PP 77.80 78.59
S1 77.78 78.22

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

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