NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 10-May-2010
Day Change Summary
Previous Current
07-May-2010 10-May-2010 Change Change % Previous Week
Open 79.96 79.34 -0.62 -0.8% 88.51
High 81.17 82.08 0.91 1.1% 89.77
Low 77.74 79.21 1.47 1.9% 77.74
Close 78.51 80.52 2.01 2.6% 78.51
Range 3.43 2.87 -0.56 -16.3% 12.03
ATR 2.41 2.49 0.08 3.5% 0.00
Volume 217,466 221,693 4,227 1.9% 951,714
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 89.21 87.74 82.10
R3 86.34 84.87 81.31
R2 83.47 83.47 81.05
R1 82.00 82.00 80.78 82.74
PP 80.60 80.60 80.60 80.97
S1 79.13 79.13 80.26 79.87
S2 77.73 77.73 79.99
S3 74.86 76.26 79.73
S4 71.99 73.39 78.94
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 118.10 110.33 85.13
R3 106.07 98.30 81.82
R2 94.04 94.04 80.72
R1 86.27 86.27 79.61 84.14
PP 82.01 82.01 82.01 80.94
S1 74.24 74.24 77.41 72.11
S2 69.98 69.98 76.30
S3 57.95 62.21 75.20
S4 45.92 50.18 71.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.33 77.74 11.59 14.4% 3.86 4.8% 24% False False 197,620
10 89.77 77.74 12.03 14.9% 2.89 3.6% 23% False False 182,934
20 89.77 77.74 12.03 14.9% 2.34 2.9% 23% False False 156,560
40 89.77 77.74 12.03 14.9% 2.00 2.5% 23% False False 97,859
60 89.77 74.65 15.12 18.8% 1.97 2.4% 39% False False 70,265
80 89.77 71.64 18.13 22.5% 1.99 2.5% 49% False False 55,001
100 89.77 71.64 18.13 22.5% 1.89 2.4% 49% False False 44,799
120 89.77 71.64 18.13 22.5% 1.86 2.3% 49% False False 37,900
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 0.50
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 94.28
2.618 89.59
1.618 86.72
1.000 84.95
0.618 83.85
HIGH 82.08
0.618 80.98
0.500 80.65
0.382 80.31
LOW 79.21
0.618 77.44
1.000 76.34
1.618 74.57
2.618 71.70
4.250 67.01
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 80.65 80.55
PP 80.60 80.54
S1 80.56 80.53

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

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