NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 07-Jul-2010
Day Change Summary
Previous Current
06-Jul-2010 07-Jul-2010 Change Change % Previous Week
Open 76.88 77.67 0.79 1.0% 81.59
High 77.01 77.96 0.95 1.2% 81.41
Low 75.01 76.15 1.14 1.5% 74.92
Close 75.51 77.67 2.16 2.9% 75.18
Range 2.00 1.81 -0.19 -9.5% 6.49
ATR 1.59 1.65 0.06 3.8% 0.00
Volume 3,222 2,504 -718 -22.3% 13,038
Daily Pivots for day following 07-Jul-2010
Classic Woodie Camarilla DeMark
R4 82.69 81.99 78.67
R3 80.88 80.18 78.17
R2 79.07 79.07 78.00
R1 78.37 78.37 77.84 78.58
PP 77.26 77.26 77.26 77.36
S1 76.56 76.56 77.50 76.77
S2 75.45 75.45 77.34
S3 73.64 74.75 77.17
S4 71.83 72.94 76.67
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 96.64 92.40 78.75
R3 90.15 85.91 76.96
R2 83.66 83.66 76.37
R1 79.42 79.42 75.77 78.30
PP 77.17 77.17 77.17 76.61
S1 72.93 72.93 74.59 71.81
S2 70.68 70.68 73.99
S3 64.19 66.44 73.40
S4 57.70 59.95 71.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.04 74.92 4.12 5.3% 1.76 2.3% 67% False False 2,878
10 81.90 74.92 6.98 9.0% 1.65 2.1% 39% False False 2,541
Crabel Price Patterns
NR True
NR4 False
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.65
2.618 82.70
1.618 80.89
1.000 79.77
0.618 79.08
HIGH 77.96
0.618 77.27
0.500 77.06
0.382 76.84
LOW 76.15
0.618 75.03
1.000 74.34
1.618 73.22
2.618 71.41
4.250 68.46
Fisher Pivots for day following 07-Jul-2010
Pivot 1 day 3 day
R1 77.47 77.26
PP 77.26 76.85
S1 77.06 76.44

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

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