NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 18-Aug-2010
Day Change Summary
Previous Current
17-Aug-2010 18-Aug-2010 Change Change % Previous Week
Open 78.45 78.26 -0.19 -0.2% 83.11
High 79.07 78.31 -0.76 -1.0% 83.86
Low 77.44 76.79 -0.65 -0.8% 77.14
Close 78.45 78.01 -0.44 -0.6% 77.49
Range 1.63 1.52 -0.11 -6.7% 6.72
ATR 1.74 1.74 -0.01 -0.3% 0.00
Volume 7,690 22,896 15,206 197.7% 61,561
Daily Pivots for day following 18-Aug-2010
Classic Woodie Camarilla DeMark
R4 82.26 81.66 78.85
R3 80.74 80.14 78.43
R2 79.22 79.22 78.29
R1 78.62 78.62 78.15 78.16
PP 77.70 77.70 77.70 77.48
S1 77.10 77.10 77.87 76.64
S2 76.18 76.18 77.73
S3 74.66 75.58 77.59
S4 73.14 74.06 77.17
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 99.66 95.29 81.19
R3 92.94 88.57 79.34
R2 86.22 86.22 78.72
R1 81.85 81.85 78.11 80.68
PP 79.50 79.50 79.50 78.91
S1 75.13 75.13 76.87 73.96
S2 72.78 72.78 76.26
S3 66.06 68.41 75.64
S4 59.34 61.69 73.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.98 76.79 3.19 4.1% 1.58 2.0% 38% False True 14,112
10 84.40 76.79 7.61 9.8% 1.54 2.0% 16% False True 11,604
20 84.73 76.79 7.94 10.2% 1.62 2.1% 15% False True 10,058
40 84.73 74.02 10.71 13.7% 1.69 2.2% 37% False False 7,555
60 84.73 72.06 12.67 16.2% 1.70 2.2% 47% False False 6,655
80 93.29 72.06 21.23 27.2% 1.76 2.3% 28% False False 6,352
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.77
2.618 82.29
1.618 80.77
1.000 79.83
0.618 79.25
HIGH 78.31
0.618 77.73
0.500 77.55
0.382 77.37
LOW 76.79
0.618 75.85
1.000 75.27
1.618 74.33
2.618 72.81
4.250 70.33
Fisher Pivots for day following 18-Aug-2010
Pivot 1 day 3 day
R1 77.86 77.98
PP 77.70 77.96
S1 77.55 77.93

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

View Archives - Comment on this page... - Back to Index of Symbols