NYMEX Light Sweet Crude Oil Future April 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 85.13 84.22 -0.91 -1.1% 84.54
High 85.03 85.19 0.16 0.2% 85.70
Low 84.74 84.87 0.13 0.2% 83.84
Close 85.13 84.22 -0.91 -1.1% 84.22
Range 0.29 0.32 0.03 10.3% 1.86
ATR 1.00 0.95 -0.05 -4.9% 0.00
Volume 2,773 1,558 -1,215 -43.8% 8,996
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 85.72 85.29 84.40
R3 85.40 84.97 84.31
R2 85.08 85.08 84.28
R1 84.65 84.65 84.25 84.38
PP 84.76 84.76 84.76 84.63
S1 84.33 84.33 84.19 84.06
S2 84.44 84.44 84.16
S3 84.12 84.01 84.13
S4 83.80 83.69 84.04
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 90.17 89.05 85.24
R3 88.31 87.19 84.73
R2 86.45 86.45 84.56
R1 85.33 85.33 84.39 84.96
PP 84.59 84.59 84.59 84.40
S1 83.47 83.47 84.05 83.10
S2 82.73 82.73 83.88
S3 80.87 81.61 83.71
S4 79.01 79.75 83.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.70 83.84 1.86 2.2% 0.46 0.5% 20% False False 1,799
10 85.70 80.25 5.45 6.5% 0.40 0.5% 73% False False 1,582
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 -0.03
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.55
2.618 86.03
1.618 85.71
1.000 85.51
0.618 85.39
HIGH 85.19
0.618 85.07
0.500 85.03
0.382 84.99
LOW 84.87
0.618 84.67
1.000 84.55
1.618 84.35
2.618 84.03
4.250 83.51
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 85.03 85.22
PP 84.76 84.89
S1 84.49 84.55

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

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