NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 75.15 76.06 0.91 1.2% 78.37
High 75.83 76.27 0.44 0.6% 80.08
Low 75.00 74.29 -0.71 -0.9% 76.64
Close 75.15 76.06 0.91 1.2% 76.96
Range 0.83 1.98 1.15 138.6% 3.44
ATR 1.55 1.58 0.03 2.0% 0.00
Volume 5,559 4,612 -947 -17.0% 25,664
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 81.48 80.75 77.15
R3 79.50 78.77 76.60
R2 77.52 77.52 76.42
R1 76.79 76.79 76.24 77.05
PP 75.54 75.54 75.54 75.67
S1 74.81 74.81 75.88 75.07
S2 73.56 73.56 75.70
S3 71.58 72.83 75.52
S4 69.60 70.85 74.97
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 88.21 86.03 78.85
R3 84.77 82.59 77.91
R2 81.33 81.33 77.59
R1 79.15 79.15 77.28 78.52
PP 77.89 77.89 77.89 77.58
S1 75.71 75.71 76.64 75.08
S2 74.45 74.45 76.33
S3 71.01 72.27 76.01
S4 67.57 68.83 75.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.30 74.29 5.01 6.6% 1.40 1.8% 35% False True 4,972
10 80.82 74.29 6.53 8.6% 1.41 1.9% 27% False True 5,526
20 85.62 74.29 11.33 14.9% 1.40 1.8% 16% False True 5,217
40 85.62 74.29 11.33 14.9% 1.42 1.9% 16% False True 3,998
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 84.69
2.618 81.45
1.618 79.47
1.000 78.25
0.618 77.49
HIGH 76.27
0.618 75.51
0.500 75.28
0.382 75.05
LOW 74.29
0.618 73.07
1.000 72.31
1.618 71.09
2.618 69.11
4.250 65.88
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 75.80 76.02
PP 75.54 75.97
S1 75.28 75.93

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

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