NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 92.10 89.93 -2.17 -2.4% 90.67
High 93.29 92.30 -0.99 -1.1% 91.91
Low 91.94 90.00 -1.94 -2.1% 88.88
Close 93.31 89.93 -3.38 -3.6% 91.91
Range 1.35 2.30 0.95 70.4% 3.03
ATR
Volume 2,921 3,463 542 18.6% 20,777
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 97.64 96.09 91.20
R3 95.34 93.79 90.56
R2 93.04 93.04 90.35
R1 91.49 91.49 90.14 91.08
PP 90.74 90.74 90.74 90.54
S1 89.19 89.19 89.72 88.78
S2 88.44 88.44 89.51
S3 86.14 86.89 89.30
S4 83.84 84.59 88.67
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 99.99 98.98 93.58
R3 96.96 95.95 92.74
R2 93.93 93.93 92.47
R1 92.92 92.92 92.19 93.43
PP 90.90 90.90 90.90 91.15
S1 89.89 89.89 91.63 90.40
S2 87.87 87.87 91.35
S3 84.84 86.86 91.08
S4 81.81 83.83 90.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.29 88.88 4.41 4.9% 1.21 1.3% 24% False False 4,448
10 93.29 88.38 4.91 5.5% 1.00 1.1% 32% False False 4,048
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 102.08
2.618 98.32
1.618 96.02
1.000 94.60
0.618 93.72
HIGH 92.30
0.618 91.42
0.500 91.15
0.382 90.88
LOW 90.00
0.618 88.58
1.000 87.70
1.618 86.28
2.618 83.98
4.250 80.23
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 91.15 91.65
PP 90.74 91.07
S1 90.34 90.50

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

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