NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 81.11 81.23 0.12 0.1% 79.13
High 81.25 81.43 0.18 0.2% 81.25
Low 80.60 80.35 -0.25 -0.3% 78.44
Close 81.11 81.23 0.12 0.1% 81.11
Range 0.65 1.08 0.43 66.2% 2.81
ATR 1.52 1.49 -0.03 -2.1% 0.00
Volume 5,154 2,771 -2,383 -46.2% 20,476
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 84.24 83.82 81.82
R3 83.16 82.74 81.53
R2 82.08 82.08 81.43
R1 81.66 81.66 81.33 81.77
PP 81.00 81.00 81.00 81.06
S1 80.58 80.58 81.13 80.69
S2 79.92 79.92 81.03
S3 78.84 79.50 80.93
S4 77.76 78.42 80.64
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 88.70 87.71 82.66
R3 85.89 84.90 81.88
R2 83.08 83.08 81.63
R1 82.09 82.09 81.37 82.59
PP 80.27 80.27 80.27 80.51
S1 79.28 79.28 80.85 79.78
S2 77.46 77.46 80.59
S3 74.65 76.47 80.34
S4 71.84 73.66 79.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.43 78.44 2.99 3.7% 1.13 1.4% 93% True False 4,283
10 81.43 78.00 3.43 4.2% 1.23 1.5% 94% True False 3,189
20 81.43 74.37 7.06 8.7% 1.15 1.4% 97% True False 2,729
40 83.37 74.37 9.00 11.1% 1.08 1.3% 76% False False 2,632
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.02
2.618 84.26
1.618 83.18
1.000 82.51
0.618 82.10
HIGH 81.43
0.618 81.02
0.500 80.89
0.382 80.76
LOW 80.35
0.618 79.68
1.000 79.27
1.618 78.60
2.618 77.52
4.250 75.76
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 81.12 81.07
PP 81.00 80.92
S1 80.89 80.76

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

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