NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 83.13 83.13 0.00 0.0% 82.68
High 83.51 83.31 -0.20 -0.2% 84.64
Low 82.49 81.25 -1.24 -1.5% 80.63
Close 83.20 82.67 -0.53 -0.6% 82.45
Range 1.02 2.06 1.04 102.0% 4.01
ATR 2.03 2.04 0.00 0.1% 0.00
Volume 64,833 48,873 -15,960 -24.6% 397,495
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.59 87.69 83.80
R3 86.53 85.63 83.24
R2 84.47 84.47 83.05
R1 83.57 83.57 82.86 82.99
PP 82.41 82.41 82.41 82.12
S1 81.51 81.51 82.48 80.93
S2 80.35 80.35 82.29
S3 78.29 79.45 82.10
S4 76.23 77.39 81.54
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.60 92.54 84.66
R3 90.59 88.53 83.55
R2 86.58 86.58 83.19
R1 84.52 84.52 82.82 83.55
PP 82.57 82.57 82.57 82.09
S1 80.51 80.51 82.08 79.54
S2 78.56 78.56 81.71
S3 74.55 76.50 81.35
S4 70.54 72.49 80.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.96 80.89 3.07 3.7% 1.79 2.2% 58% False False 69,383
10 85.48 80.63 4.85 5.9% 2.28 2.8% 42% False False 68,610
20 85.75 79.92 5.83 7.1% 2.10 2.5% 47% False False 72,657
40 85.75 76.11 9.64 11.7% 1.95 2.4% 68% False False 59,003
60 85.75 73.12 12.63 15.3% 1.85 2.2% 76% False False 44,611
80 85.75 73.12 12.63 15.3% 1.83 2.2% 76% False False 35,153
100 85.75 73.12 12.63 15.3% 1.78 2.1% 76% False False 29,103
120 86.81 72.06 14.75 17.8% 1.82 2.2% 72% False False 25,144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.43
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 92.07
2.618 88.70
1.618 86.64
1.000 85.37
0.618 84.58
HIGH 83.31
0.618 82.52
0.500 82.28
0.382 82.04
LOW 81.25
0.618 79.98
1.000 79.19
1.618 77.92
2.618 75.86
4.250 72.50
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 82.54 82.65
PP 82.41 82.63
S1 82.28 82.61

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

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