NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 78.77 79.13 0.36 0.5% 77.89
High 79.26 80.11 0.85 1.1% 80.65
Low 78.00 79.12 1.12 1.4% 77.66
Close 78.77 79.13 0.36 0.5% 78.77
Range 1.26 0.99 -0.27 -21.4% 2.99
ATR 1.57 1.56 -0.02 -1.1% 0.00
Volume 1,708 1,831 123 7.2% 10,243
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 82.42 81.77 79.67
R3 81.43 80.78 79.40
R2 80.44 80.44 79.31
R1 79.79 79.79 79.22 79.63
PP 79.45 79.45 79.45 79.37
S1 78.80 78.80 79.04 78.64
S2 78.46 78.46 78.95
S3 77.47 77.81 78.86
S4 76.48 76.82 78.59
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 88.00 86.37 80.41
R3 85.01 83.38 79.59
R2 82.02 82.02 79.32
R1 80.39 80.39 79.04 81.21
PP 79.03 79.03 79.03 79.43
S1 77.40 77.40 78.50 78.22
S2 76.04 76.04 78.22
S3 73.05 74.41 77.95
S4 70.06 71.42 77.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.65 78.00 2.65 3.3% 1.33 1.7% 43% False False 2,095
10 80.65 75.04 5.61 7.1% 1.20 1.5% 73% False False 2,174
20 83.37 74.37 9.00 11.4% 1.14 1.4% 53% False False 2,014
40 83.37 72.76 10.61 13.4% 1.10 1.4% 60% False False 2,524
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 84.32
2.618 82.70
1.618 81.71
1.000 81.10
0.618 80.72
HIGH 80.11
0.618 79.73
0.500 79.62
0.382 79.50
LOW 79.12
0.618 78.51
1.000 78.13
1.618 77.52
2.618 76.53
4.250 74.91
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 79.62 79.11
PP 79.45 79.08
S1 79.29 79.06

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

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