NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 24-Jun-2010
Day Change Summary
Previous Current
23-Jun-2010 24-Jun-2010 Change Change % Previous Week
Open 79.59 79.40 -0.19 -0.2% 79.99
High 80.70 79.38 -1.32 -1.6% 82.32
Low 79.00 78.91 -0.09 -0.1% 79.67
Close 79.59 79.40 -0.19 -0.2% 81.89
Range 1.70 0.47 -1.23 -72.4% 2.65
ATR 1.53 1.47 -0.06 -4.0% 0.00
Volume 707 1,859 1,152 162.9% 14,401
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 80.64 80.49 79.66
R3 80.17 80.02 79.53
R2 79.70 79.70 79.49
R1 79.55 79.55 79.44 79.64
PP 79.23 79.23 79.23 79.27
S1 79.08 79.08 79.36 79.17
S2 78.76 78.76 79.31
S3 78.29 78.61 79.27
S4 77.82 78.14 79.14
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.24 88.22 83.35
R3 86.59 85.57 82.62
R2 83.94 83.94 82.38
R1 82.92 82.92 82.13 83.43
PP 81.29 81.29 81.29 81.55
S1 80.27 80.27 81.65 80.78
S2 78.64 78.64 81.40
S3 75.99 77.62 81.16
S4 73.34 74.97 80.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.37 78.91 4.46 5.6% 0.98 1.2% 11% False True 1,832
10 83.37 78.89 4.48 5.6% 0.99 1.2% 11% False False 2,509
20 83.37 75.87 7.50 9.4% 1.05 1.3% 47% False False 2,594
Crabel Price Patterns
NR True
NR4 True
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 0.22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.38
2.618 80.61
1.618 80.14
1.000 79.85
0.618 79.67
HIGH 79.38
0.618 79.20
0.500 79.15
0.382 79.09
LOW 78.91
0.618 78.62
1.000 78.44
1.618 78.15
2.618 77.68
4.250 76.91
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 79.32 80.49
PP 79.23 80.12
S1 79.15 79.76

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

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