NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 09-Jul-2010
Day Change Summary
Previous Current
08-Jul-2010 09-Jul-2010 Change Change % Previous Week
Open 78.69 79.05 0.36 0.5% 75.90
High 78.92 79.23 0.31 0.4% 79.23
Low 78.10 78.30 0.20 0.3% 75.04
Close 78.69 79.05 0.36 0.5% 79.05
Range 0.82 0.93 0.11 13.4% 4.19
ATR 1.68 1.62 -0.05 -3.2% 0.00
Volume 3,155 2,342 -813 -25.8% 9,670
Daily Pivots for day following 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 81.65 81.28 79.56
R3 80.72 80.35 79.31
R2 79.79 79.79 79.22
R1 79.42 79.42 79.14 79.52
PP 78.86 78.86 78.86 78.91
S1 78.49 78.49 78.96 78.59
S2 77.93 77.93 78.88
S3 77.00 77.56 78.79
S4 76.07 76.63 78.54
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 90.34 88.89 81.35
R3 86.15 84.70 80.20
R2 81.96 81.96 79.82
R1 80.51 80.51 79.43 81.24
PP 77.77 77.77 77.77 78.14
S1 76.32 76.32 78.67 77.05
S2 73.58 73.58 78.28
S3 69.39 72.13 77.90
S4 65.20 67.94 76.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.23 74.37 4.86 6.1% 1.31 1.7% 96% True False 2,503
10 81.54 74.37 7.17 9.1% 1.15 1.5% 65% False False 2,300
20 83.37 74.37 9.00 11.4% 1.07 1.4% 52% False False 2,404
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.18
2.618 81.66
1.618 80.73
1.000 80.16
0.618 79.80
HIGH 79.23
0.618 78.87
0.500 78.77
0.382 78.66
LOW 78.30
0.618 77.73
1.000 77.37
1.618 76.80
2.618 75.87
4.250 74.35
Fisher Pivots for day following 09-Jul-2010
Pivot 1 day 3 day
R1 78.96 78.44
PP 78.86 77.83
S1 78.77 77.22

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

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