NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 04-Aug-2010
Day Change Summary
Previous Current
03-Aug-2010 04-Aug-2010 Change Change % Previous Week
Open 85.65 85.59 -0.06 -0.1% 81.98
High 85.65 85.70 0.05 0.1% 82.43
Low 84.91 85.48 0.57 0.7% 80.25
Close 85.65 85.59 -0.06 -0.1% 82.43
Range 0.74 0.22 -0.52 -70.3% 2.18
ATR 1.08 1.01 -0.06 -5.7% 0.00
Volume 1,600 2,176 576 36.0% 6,828
Daily Pivots for day following 04-Aug-2010
Classic Woodie Camarilla DeMark
R4 86.25 86.14 85.71
R3 86.03 85.92 85.65
R2 85.81 85.81 85.63
R1 85.70 85.70 85.61 85.70
PP 85.59 85.59 85.59 85.59
S1 85.48 85.48 85.57 85.48
S2 85.37 85.37 85.55
S3 85.15 85.26 85.53
S4 84.93 85.04 85.47
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 88.24 87.52 83.63
R3 86.06 85.34 83.03
R2 83.88 83.88 82.83
R1 83.16 83.16 82.63 83.52
PP 81.70 81.70 81.70 81.89
S1 80.98 80.98 82.23 81.34
S2 79.52 79.52 82.03
S3 77.34 78.80 81.83
S4 75.16 76.62 81.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.70 81.62 4.08 4.8% 0.41 0.5% 97% True False 1,573
10 85.70 80.09 5.61 6.6% 0.53 0.6% 98% True False 1,612
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 0.05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.64
2.618 86.28
1.618 86.06
1.000 85.92
0.618 85.84
HIGH 85.70
0.618 85.62
0.500 85.59
0.382 85.56
LOW 85.48
0.618 85.34
1.000 85.26
1.618 85.12
2.618 84.90
4.250 84.55
Fisher Pivots for day following 04-Aug-2010
Pivot 1 day 3 day
R1 85.59 85.32
PP 85.59 85.04
S1 85.59 84.77

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

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