NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 84.44 84.00 -0.44 -0.5% 81.75
High 84.56 84.46 -0.10 -0.1% 85.34
Low 84.08 82.80 -1.28 -1.5% 81.75
Close 84.44 83.40 -1.04 -1.2% 83.40
Range 0.48 1.66 1.18 245.8% 3.59
ATR 1.50 1.51 0.01 0.8% 0.00
Volume 6,936 5,497 -1,439 -20.7% 24,765
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 88.53 87.63 84.31
R3 86.87 85.97 83.86
R2 85.21 85.21 83.70
R1 84.31 84.31 83.55 83.93
PP 83.55 83.55 83.55 83.37
S1 82.65 82.65 83.25 82.27
S2 81.89 81.89 83.10
S3 80.23 80.99 82.94
S4 78.57 79.33 82.49
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 94.27 92.42 85.37
R3 90.68 88.83 84.39
R2 87.09 87.09 84.06
R1 85.24 85.24 83.73 86.17
PP 83.50 83.50 83.50 83.96
S1 81.65 81.65 83.07 82.58
S2 79.91 79.91 82.74
S3 76.32 78.06 82.41
S4 72.73 74.47 81.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.34 81.75 3.59 4.3% 1.35 1.6% 46% False False 4,953
10 85.34 78.81 6.53 7.8% 1.47 1.8% 70% False False 4,847
20 85.34 77.66 7.68 9.2% 1.30 1.6% 75% False False 3,959
40 85.34 74.37 10.97 13.2% 1.19 1.4% 82% False False 3,182
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 0.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 91.52
2.618 88.81
1.618 87.15
1.000 86.12
0.618 85.49
HIGH 84.46
0.618 83.83
0.500 83.63
0.382 83.43
LOW 82.80
0.618 81.77
1.000 81.14
1.618 80.11
2.618 78.45
4.250 75.75
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 83.63 84.07
PP 83.55 83.85
S1 83.48 83.62

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

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