NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 79.27 78.98 -0.29 -0.4% 76.07
High 79.60 79.33 -0.27 -0.3% 79.60
Low 78.40 78.06 -0.34 -0.4% 75.85
Close 78.98 78.98 0.00 0.0% 78.98
Range 1.20 1.27 0.07 5.8% 3.75
ATR 2.27 2.20 -0.07 -3.1% 0.00
Volume 358,815 259,740 -99,075 -27.6% 1,436,664
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 82.60 82.06 79.68
R3 81.33 80.79 79.33
R2 80.06 80.06 79.21
R1 79.52 79.52 79.10 79.62
PP 78.79 78.79 78.79 78.84
S1 78.25 78.25 78.86 78.35
S2 77.52 77.52 78.75
S3 76.25 76.98 78.63
S4 74.98 75.71 78.28
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 89.39 87.94 81.04
R3 85.64 84.19 80.01
R2 81.89 81.89 79.67
R1 80.44 80.44 79.32 81.17
PP 78.14 78.14 78.14 78.51
S1 76.69 76.69 78.64 77.42
S2 74.39 74.39 78.29
S3 70.64 72.94 77.95
S4 66.89 69.19 76.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.60 76.00 3.60 4.6% 2.00 2.5% 83% False False 307,102
10 79.60 74.70 4.90 6.2% 2.12 2.7% 87% False False 240,521
20 79.97 71.47 8.50 10.8% 2.24 2.8% 88% False False 166,080
40 80.82 71.47 9.35 11.8% 2.28 2.9% 80% False False 116,166
60 92.21 69.62 22.59 28.6% 2.45 3.1% 41% False False 92,548
80 92.21 69.62 22.59 28.6% 2.22 2.8% 41% False False 77,617
100 92.21 69.62 22.59 28.6% 2.07 2.6% 41% False False 63,854
120 92.21 69.62 22.59 28.6% 2.07 2.6% 41% False False 54,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.73
2.618 82.65
1.618 81.38
1.000 80.60
0.618 80.11
HIGH 79.33
0.618 78.84
0.500 78.70
0.382 78.55
LOW 78.06
0.618 77.28
1.000 76.79
1.618 76.01
2.618 74.74
4.250 72.66
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 78.89 78.61
PP 78.79 78.25
S1 78.70 77.88

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

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