NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 79.61 78.30 -1.31 -1.6% 85.07
High 79.75 80.21 0.46 0.6% 85.06
Low 78.74 78.26 -0.48 -0.6% 78.46
Close 79.61 78.30 -1.31 -1.6% 78.79
Range 1.01 1.95 0.94 93.1% 6.60
ATR 1.12 1.18 0.06 5.3% 0.00
Volume 5,403 2,428 -2,975 -55.1% 23,034
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 84.77 83.49 79.37
R3 82.82 81.54 78.84
R2 80.87 80.87 78.66
R1 79.59 79.59 78.48 79.28
PP 78.92 78.92 78.92 78.77
S1 77.64 77.64 78.12 77.33
S2 76.97 76.97 77.94
S3 75.02 75.69 77.76
S4 73.07 73.74 77.23
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 100.57 96.28 82.42
R3 93.97 89.68 80.61
R2 87.37 87.37 80.00
R1 83.08 83.08 79.40 81.93
PP 80.77 80.77 80.77 80.19
S1 76.48 76.48 78.19 75.33
S2 74.17 74.17 77.58
S3 67.57 69.88 76.98
S4 60.97 63.28 75.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.46 78.26 2.20 2.8% 1.20 1.5% 2% False True 4,015
10 85.19 78.26 6.93 8.9% 0.87 1.1% 1% False True 3,575
20 85.70 78.26 7.44 9.5% 0.62 0.8% 1% False True 2,621
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 -0.02
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 88.50
2.618 85.32
1.618 83.37
1.000 82.16
0.618 81.42
HIGH 80.21
0.618 79.47
0.500 79.24
0.382 79.00
LOW 78.26
0.618 77.05
1.000 76.31
1.618 75.10
2.618 73.15
4.250 69.97
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 79.24 79.36
PP 78.92 79.01
S1 78.61 78.65

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

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