NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 85.59 85.13 -0.46 -0.5% 81.98
High 85.70 85.03 -0.67 -0.8% 82.43
Low 85.48 84.74 -0.74 -0.9% 80.25
Close 85.59 85.13 -0.46 -0.5% 82.43
Range 0.22 0.29 0.07 31.8% 2.18
ATR 1.01 1.00 -0.01 -1.2% 0.00
Volume 2,176 2,773 597 27.4% 6,828
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 85.84 85.77 85.29
R3 85.55 85.48 85.21
R2 85.26 85.26 85.18
R1 85.19 85.19 85.16 85.28
PP 84.97 84.97 84.97 85.01
S1 84.90 84.90 85.10 84.99
S2 84.68 84.68 85.08
S3 84.39 84.61 85.05
S4 84.10 84.32 84.97
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 82.43 3.27 3.8% 0.40 0.5% 83% False False 1,770
10 85.70 80.25 5.45 6.4% 0.36 0.4% 90% False False 1,667
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.26
2.618 85.79
1.618 85.50
1.000 85.32
0.618 85.21
HIGH 85.03
0.618 84.92
0.500 84.89
0.382 84.85
LOW 84.74
0.618 84.56
1.000 84.45
1.618 84.27
2.618 83.98
4.250 83.51
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 85.05 85.22
PP 84.97 85.19
S1 84.89 85.16

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

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