NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 85.46 84.68 -0.78 -0.9% 85.64
High 85.55 84.68 -0.87 -1.0% 85.77
Low 85.34 84.54 -0.80 -0.9% 84.17
Close 85.54 84.61 -0.93 -1.1% 84.61
Range 0.21 0.14 -0.07 -33.3% 1.60
ATR
Volume 1,670 3,460 1,790 107.2% 12,484
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 85.03 84.96 84.69
R3 84.89 84.82 84.65
R2 84.75 84.75 84.64
R1 84.68 84.68 84.62 84.65
PP 84.61 84.61 84.61 84.59
S1 84.54 84.54 84.60 84.51
S2 84.47 84.47 84.58
S3 84.33 84.40 84.57
S4 84.19 84.26 84.53
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 89.65 88.73 85.49
R3 88.05 87.13 85.05
R2 86.45 86.45 84.90
R1 85.53 85.53 84.76 85.19
PP 84.85 84.85 84.85 84.68
S1 83.93 83.93 84.46 83.59
S2 83.25 83.25 84.32
S3 81.65 82.33 84.17
S4 80.05 80.73 83.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.77 84.17 1.60 1.9% 0.62 0.7% 28% False False 2,496
10 86.97 83.39 3.58 4.2% 0.97 1.1% 34% False False 3,090
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.11
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 85.28
2.618 85.05
1.618 84.91
1.000 84.82
0.618 84.77
HIGH 84.68
0.618 84.63
0.500 84.61
0.382 84.59
LOW 84.54
0.618 84.45
1.000 84.40
1.618 84.31
2.618 84.17
4.250 83.95
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 84.61 84.86
PP 84.61 84.78
S1 84.61 84.69

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

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