NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 73.32 73.25 -0.07 -0.1% 76.03
High 74.57 74.41 -0.16 -0.2% 77.86
Low 71.92 73.00 1.08 1.5% 73.16
Close 73.85 73.98 0.13 0.2% 73.77
Range 2.65 1.41 -1.24 -46.8% 4.70
ATR 2.74 2.65 -0.10 -3.5% 0.00
Volume 63,653 73,862 10,209 16.0% 221,025
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 78.03 77.41 74.76
R3 76.62 76.00 74.37
R2 75.21 75.21 74.24
R1 74.59 74.59 74.11 74.90
PP 73.80 73.80 73.80 73.95
S1 73.18 73.18 73.85 73.49
S2 72.39 72.39 73.72
S3 70.98 71.77 73.59
S4 69.57 70.36 73.20
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.03 86.10 76.36
R3 84.33 81.40 75.06
R2 79.63 79.63 74.63
R1 76.70 76.70 74.20 75.82
PP 74.93 74.93 74.93 74.49
S1 72.00 72.00 73.34 71.12
S2 70.23 70.23 72.91
S3 65.53 67.30 72.48
S4 60.83 62.60 71.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.86 71.92 5.94 8.0% 2.63 3.6% 35% False False 63,691
10 77.86 69.62 8.24 11.1% 2.84 3.8% 53% False False 53,134
20 84.50 69.62 14.88 20.1% 2.68 3.6% 29% False False 50,834
40 92.21 69.62 22.59 30.5% 2.40 3.3% 19% False False 44,901
60 92.21 69.62 22.59 30.5% 2.09 2.8% 19% False False 34,662
80 92.21 69.62 22.59 30.5% 2.00 2.7% 19% False False 27,868
100 92.21 69.62 22.59 30.5% 1.92 2.6% 19% False False 23,331
120 92.21 69.62 22.59 30.5% 1.76 2.4% 19% False False 19,859
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 80.40
2.618 78.10
1.618 76.69
1.000 75.82
0.618 75.28
HIGH 74.41
0.618 73.87
0.500 73.71
0.382 73.54
LOW 73.00
0.618 72.13
1.000 71.59
1.618 70.72
2.618 69.31
4.250 67.01
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 73.89 74.89
PP 73.80 74.59
S1 73.71 74.28

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

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