NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 81.65 83.29 1.64 2.0% 78.85
High 83.36 83.82 0.46 0.6% 83.36
Low 81.56 82.48 0.92 1.1% 77.36
Close 83.28 82.88 -0.40 -0.5% 83.28
Range 1.80 1.34 -0.46 -25.6% 6.00
ATR 1.83 1.79 -0.03 -1.9% 0.00
Volume 70,325 63,079 -7,246 -10.3% 300,565
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 87.08 86.32 83.62
R3 85.74 84.98 83.25
R2 84.40 84.40 83.13
R1 83.64 83.64 83.00 83.35
PP 83.06 83.06 83.06 82.92
S1 82.30 82.30 82.76 82.01
S2 81.72 81.72 82.63
S3 80.38 80.96 82.51
S4 79.04 79.62 82.14
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 99.33 97.31 86.58
R3 93.33 91.31 84.93
R2 87.33 87.33 84.38
R1 85.31 85.31 83.83 86.32
PP 81.33 81.33 81.33 81.84
S1 79.31 79.31 82.73 80.32
S2 75.33 75.33 82.18
S3 69.33 73.31 81.63
S4 63.33 67.31 79.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.82 77.54 6.28 7.6% 1.84 2.2% 85% True False 61,787
10 83.82 76.41 7.41 8.9% 1.80 2.2% 87% True False 58,509
20 83.82 76.41 7.41 8.9% 1.77 2.1% 87% True False 50,283
40 83.86 73.12 10.74 13.0% 1.77 2.1% 91% False False 34,985
60 84.73 73.12 11.61 14.0% 1.74 2.1% 84% False False 25,681
80 84.73 73.12 11.61 14.0% 1.70 2.1% 84% False False 20,484
100 86.81 72.06 14.75 17.8% 1.77 2.1% 73% False False 17,483
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.42
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 89.52
2.618 87.33
1.618 85.99
1.000 85.16
0.618 84.65
HIGH 83.82
0.618 83.31
0.500 83.15
0.382 82.99
LOW 82.48
0.618 81.65
1.000 81.14
1.618 80.31
2.618 78.97
4.250 76.79
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 83.15 82.54
PP 83.06 82.21
S1 82.97 81.87

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

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