NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 85.46 84.33 -1.13 -1.3% 84.91
High 85.46 83.93 -1.53 -1.8% 86.21
Low 85.46 83.55 -1.91 -2.2% 83.95
Close 85.46 84.33 -1.13 -1.3% 84.59
Range 0.00 0.38 0.38 2.26
ATR 0.97 1.04 0.07 6.9% 0.00
Volume 2,291 3,124 833 36.4% 7,109
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 85.08 85.08 84.54
R3 84.70 84.70 84.43
R2 84.32 84.32 84.40
R1 84.32 84.32 84.36 84.52
PP 83.94 83.94 83.94 84.04
S1 83.94 83.94 84.30 84.14
S2 83.56 83.56 84.26
S3 83.18 83.56 84.23
S4 82.80 83.18 84.12
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 91.70 90.40 85.83
R3 89.44 88.14 85.21
R2 87.18 87.18 85.00
R1 85.88 85.88 84.80 85.40
PP 84.92 84.92 84.92 84.68
S1 83.62 83.62 84.38 83.14
S2 82.66 82.66 84.18
S3 80.40 81.36 83.97
S4 78.14 79.10 83.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.21 83.55 2.66 3.2% 0.46 0.5% 29% False True 2,079
10 86.21 80.75 5.46 6.5% 0.32 0.4% 66% False False 1,552
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 -0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.55
2.618 84.92
1.618 84.54
1.000 84.31
0.618 84.16
HIGH 83.93
0.618 83.78
0.500 83.74
0.382 83.70
LOW 83.55
0.618 83.32
1.000 83.17
1.618 82.94
2.618 82.56
4.250 81.94
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 84.13 84.51
PP 83.94 84.45
S1 83.74 84.39

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

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