NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 75.52 74.06 -1.46 -1.9% 70.35
High 75.64 75.99 0.35 0.5% 76.30
Low 73.26 74.04 0.78 1.1% 69.51
Close 73.78 75.12 1.34 1.8% 73.78
Range 2.38 1.95 -0.43 -18.1% 6.79
ATR 2.78 2.74 -0.04 -1.5% 0.00
Volume 430,042 421,739 -8,303 -1.9% 2,154,791
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 80.90 79.96 76.19
R3 78.95 78.01 75.66
R2 77.00 77.00 75.48
R1 76.06 76.06 75.30 76.53
PP 75.05 75.05 75.05 75.29
S1 74.11 74.11 74.94 74.58
S2 73.10 73.10 74.76
S3 71.15 72.16 74.58
S4 69.20 70.21 74.05
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 93.57 90.46 77.51
R3 86.78 83.67 75.65
R2 79.99 79.99 75.02
R1 76.88 76.88 74.40 78.44
PP 73.20 73.20 73.20 73.97
S1 70.09 70.09 73.16 71.65
S2 66.41 66.41 72.54
S3 59.62 63.30 71.91
S4 52.83 56.51 70.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.30 70.75 5.55 7.4% 2.34 3.1% 79% False False 425,607
10 76.30 69.51 6.79 9.0% 2.79 3.7% 83% False False 426,625
20 76.30 67.15 9.15 12.2% 2.82 3.8% 87% False False 409,725
40 89.77 67.15 22.62 30.1% 2.65 3.5% 35% False False 295,208
60 89.77 67.15 22.62 30.1% 2.33 3.1% 35% False False 217,700
80 89.77 67.15 22.62 30.1% 2.19 2.9% 35% False False 167,631
100 89.77 67.15 22.62 30.1% 2.20 2.9% 35% False False 136,054
120 89.77 67.15 22.62 30.1% 2.08 2.8% 35% False False 114,147
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.28
2.618 81.10
1.618 79.15
1.000 77.94
0.618 77.20
HIGH 75.99
0.618 75.25
0.500 75.02
0.382 74.78
LOW 74.04
0.618 72.83
1.000 72.09
1.618 70.88
2.618 68.93
4.250 65.75
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 75.09 75.01
PP 75.05 74.89
S1 75.02 74.78

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

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