NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 81.96 79.57 -2.39 -2.9% 85.83
High 81.98 80.65 -1.33 -1.6% 85.89
Low 79.70 79.17 -0.53 -0.7% 79.17
Close 79.95 79.57 -0.38 -0.5% 79.57
Range 2.28 1.48 -0.80 -35.1% 6.72
ATR 1.76 1.74 -0.02 -1.1% 0.00
Volume 10,260 12,540 2,280 22.2% 49,156
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 84.24 83.38 80.38
R3 82.76 81.90 79.98
R2 81.28 81.28 79.84
R1 80.42 80.42 79.71 80.31
PP 79.80 79.80 79.80 79.74
S1 78.94 78.94 79.43 78.83
S2 78.32 78.32 79.30
S3 76.84 77.46 79.16
S4 75.36 75.98 78.76
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 101.70 97.36 83.27
R3 94.98 90.64 81.42
R2 88.26 88.26 80.80
R1 83.92 83.92 80.19 82.73
PP 81.54 81.54 81.54 80.95
S1 77.20 77.20 78.95 76.01
S2 74.82 74.82 78.34
S3 68.10 70.48 77.72
S4 61.38 63.76 75.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.89 79.17 6.72 8.4% 1.84 2.3% 6% False True 9,831
10 86.55 79.17 7.38 9.3% 1.56 2.0% 5% False True 9,246
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.35
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 86.94
2.618 84.52
1.618 83.04
1.000 82.13
0.618 81.56
HIGH 80.65
0.618 80.08
0.500 79.91
0.382 79.74
LOW 79.17
0.618 78.26
1.000 77.69
1.618 76.78
2.618 75.30
4.250 72.88
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 79.91 81.72
PP 79.80 81.00
S1 79.68 80.29

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

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