NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 80.16 80.77 0.61 0.8% 79.98
High 80.71 81.00 0.29 0.4% 80.71
Low 78.92 79.03 0.11 0.1% 77.94
Close 80.16 80.77 0.61 0.8% 80.16
Range 1.79 1.97 0.18 10.1% 2.77
ATR 1.32 1.37 0.05 3.5% 0.00
Volume 6,158 3,768 -2,390 -38.8% 26,792
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.18 85.44 81.85
R3 84.21 83.47 81.31
R2 82.24 82.24 81.13
R1 81.50 81.50 80.95 81.76
PP 80.27 80.27 80.27 80.39
S1 79.53 79.53 80.59 79.79
S2 78.30 78.30 80.41
S3 76.33 77.56 80.23
S4 74.36 75.59 79.69
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.91 86.81 81.68
R3 85.14 84.04 80.92
R2 82.37 82.37 80.67
R1 81.27 81.27 80.41 81.82
PP 79.60 79.60 79.60 79.88
S1 78.50 78.50 79.91 79.05
S2 76.83 76.83 79.65
S3 74.06 75.73 79.40
S4 71.29 72.96 78.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.00 77.94 3.06 3.8% 1.81 2.2% 92% True False 4,973
10 81.00 74.98 6.02 7.5% 1.24 1.5% 96% True False 4,515
20 84.20 74.98 9.22 11.4% 1.05 1.3% 63% False False 4,049
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.15
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 89.37
2.618 86.16
1.618 84.19
1.000 82.97
0.618 82.22
HIGH 81.00
0.618 80.25
0.500 80.02
0.382 79.78
LOW 79.03
0.618 77.81
1.000 77.06
1.618 75.84
2.618 73.87
4.250 70.66
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 80.52 80.49
PP 80.27 80.21
S1 80.02 79.93

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

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