NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 07-Jan-2010
Day Change Summary
Previous Current
06-Jan-2010 07-Jan-2010 Change Change % Previous Week
Open 84.35 85.20 0.85 1.0% 80.67
High 86.01 85.74 -0.27 -0.3% 82.80
Low 83.88 84.90 1.02 1.2% 80.67
Close 85.80 85.20 -0.60 -0.7% 82.10
Range 2.13 0.84 -1.29 -60.6% 2.13
ATR 1.58 1.53 -0.05 -3.1% 0.00
Volume 4,977 6,794 1,817 36.5% 10,237
Daily Pivots for day following 07-Jan-2010
Classic Woodie Camarilla DeMark
R4 87.80 87.34 85.66
R3 86.96 86.50 85.43
R2 86.12 86.12 85.35
R1 85.66 85.66 85.28 85.62
PP 85.28 85.28 85.28 85.26
S1 84.82 84.82 85.12 84.78
S2 84.44 84.44 85.05
S3 83.60 83.98 84.97
S4 82.76 83.14 84.74
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 88.25 87.30 83.27
R3 86.12 85.17 82.69
R2 83.99 83.99 82.49
R1 83.04 83.04 82.30 83.52
PP 81.86 81.86 81.86 82.09
S1 80.91 80.91 81.90 81.39
S2 79.73 79.73 81.71
S3 77.60 78.78 81.51
S4 75.47 76.65 80.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.01 82.05 3.96 4.6% 1.09 1.3% 80% False False 4,720
10 86.01 77.62 8.39 9.8% 1.24 1.5% 90% False False 3,546
20 86.01 75.83 10.18 11.9% 1.44 1.7% 92% False False 3,618
40 86.01 75.83 10.18 11.9% 1.56 1.8% 92% False False 3,416
60 86.01 75.83 10.18 11.9% 1.60 1.9% 92% False False 3,473
80 86.01 70.06 15.95 18.7% 1.58 1.9% 95% False False 3,207
100 86.01 70.06 15.95 18.7% 1.57 1.8% 95% False False 3,182
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.31
2.618 87.94
1.618 87.10
1.000 86.58
0.618 86.26
HIGH 85.74
0.618 85.42
0.500 85.32
0.382 85.22
LOW 84.90
0.618 84.38
1.000 84.06
1.618 83.54
2.618 82.70
4.250 81.33
Fisher Pivots for day following 07-Jan-2010
Pivot 1 day 3 day
R1 85.32 85.10
PP 85.28 85.00
S1 85.24 84.90

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

View Archives - Comment on this page... - Back to Index of Symbols