NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 76.79 75.64 -1.15 -1.5% 79.25
High 76.88 76.00 -0.88 -1.1% 80.46
Low 76.55 75.64 -0.91 -1.2% 77.24
Close 76.79 75.64 -1.15 -1.5% 77.42
Range 0.33 0.36 0.03 9.1% 3.22
ATR 1.15 1.15 0.00 0.0% 0.00
Volume 2,282 1,776 -506 -22.2% 13,113
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 76.84 76.60 75.84
R3 76.48 76.24 75.74
R2 76.12 76.12 75.71
R1 75.88 75.88 75.67 75.82
PP 75.76 75.76 75.76 75.73
S1 75.52 75.52 75.61 75.46
S2 75.40 75.40 75.57
S3 75.04 75.16 75.54
S4 74.68 74.80 75.44
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 88.03 85.95 79.19
R3 84.81 82.73 78.31
R2 81.59 81.59 78.01
R1 79.51 79.51 77.72 78.94
PP 78.37 78.37 78.37 78.09
S1 76.29 76.29 77.12 75.72
S2 75.15 75.15 76.83
S3 71.93 73.07 76.53
S4 68.71 69.85 75.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.21 75.64 4.57 6.0% 0.81 1.1% 0% False True 2,768
10 81.95 75.64 6.31 8.3% 0.90 1.2% 0% False True 3,340
20 85.70 75.64 10.06 13.3% 0.62 0.8% 0% False True 2,660
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 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.53
2.618 76.94
1.618 76.58
1.000 76.36
0.618 76.22
HIGH 76.00
0.618 75.86
0.500 75.82
0.382 75.78
LOW 75.64
0.618 75.42
1.000 75.28
1.618 75.06
2.618 74.70
4.250 74.11
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 75.82 76.65
PP 75.76 76.31
S1 75.70 75.98

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

View Archives - Comment on this page... - Back to Index of Symbols