NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 26-Jan-2010
Day Change Summary
Previous Current
25-Jan-2010 26-Jan-2010 Change Change % Previous Week
Open 77.43 76.85 -0.58 -0.7% 80.05
High 77.49 77.13 -0.36 -0.5% 81.53
Low 76.34 76.00 -0.34 -0.4% 76.09
Close 77.43 76.85 -0.58 -0.7% 76.63
Range 1.15 1.13 -0.02 -1.7% 5.44
ATR 1.76 1.73 -0.02 -1.3% 0.00
Volume 9,499 7,418 -2,081 -21.9% 26,716
Daily Pivots for day following 26-Jan-2010
Classic Woodie Camarilla DeMark
R4 80.05 79.58 77.47
R3 78.92 78.45 77.16
R2 77.79 77.79 77.06
R1 77.32 77.32 76.95 77.42
PP 76.66 76.66 76.66 76.71
S1 76.19 76.19 76.75 76.29
S2 75.53 75.53 76.64
S3 74.40 75.06 76.54
S4 73.27 73.93 76.23
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 94.40 90.96 79.62
R3 88.96 85.52 78.13
R2 83.52 83.52 77.63
R1 80.08 80.08 77.13 79.08
PP 78.08 78.08 78.08 77.59
S1 74.64 74.64 76.13 73.64
S2 72.64 72.64 75.63
S3 67.20 69.20 75.13
S4 61.76 63.76 73.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.77 76.00 4.77 6.2% 1.70 2.2% 18% False True 7,446
10 84.96 76.00 8.96 11.7% 1.77 2.3% 9% False True 6,918
20 86.41 76.00 10.41 13.5% 1.47 1.9% 8% False True 5,468
40 86.41 75.83 10.58 13.8% 1.60 2.1% 10% False False 4,629
60 86.41 75.83 10.58 13.8% 1.63 2.1% 10% False False 4,120
80 86.41 71.85 14.56 18.9% 1.61 2.1% 34% False False 3,851
100 86.41 70.06 16.35 21.3% 1.59 2.1% 42% False False 3,698
120 86.41 70.06 16.35 21.3% 1.60 2.1% 42% False False 3,475
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.37
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 81.93
2.618 80.09
1.618 78.96
1.000 78.26
0.618 77.83
HIGH 77.13
0.618 76.70
0.500 76.57
0.382 76.43
LOW 76.00
0.618 75.30
1.000 74.87
1.618 74.17
2.618 73.04
4.250 71.20
Fisher Pivots for day following 26-Jan-2010
Pivot 1 day 3 day
R1 76.76 77.27
PP 76.66 77.13
S1 76.57 76.99

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

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