NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 75.45 75.27 -0.18 -0.2% 80.91
High 75.74 76.10 0.36 0.5% 81.76
Low 73.83 73.96 0.13 0.2% 75.01
Close 75.42 74.43 -0.99 -1.3% 75.39
Range 1.91 2.14 0.23 12.0% 6.75
ATR 2.02 2.03 0.01 0.4% 0.00
Volume 227,680 89,419 -138,261 -60.7% 1,605,137
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 81.25 79.98 75.61
R3 79.11 77.84 75.02
R2 76.97 76.97 74.82
R1 75.70 75.70 74.63 75.27
PP 74.83 74.83 74.83 74.61
S1 73.56 73.56 74.23 73.13
S2 72.69 72.69 74.04
S3 70.55 71.42 73.84
S4 68.41 69.28 73.25
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 97.64 93.26 79.10
R3 90.89 86.51 77.25
R2 84.14 84.14 76.63
R1 79.76 79.76 76.01 78.58
PP 77.39 77.39 77.39 76.79
S1 73.01 73.01 74.77 71.83
S2 70.64 70.64 74.15
S3 63.89 66.26 73.53
S4 57.14 59.51 71.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.74 73.83 2.91 3.9% 1.70 2.3% 21% False False 218,994
10 82.67 73.83 8.84 11.9% 2.02 2.7% 7% False False 281,448
20 82.97 73.83 9.14 12.3% 1.93 2.6% 7% False False 288,508
40 82.97 71.47 11.50 15.5% 2.14 2.9% 26% False False 215,897
60 82.97 71.27 11.70 15.7% 2.23 3.0% 27% False False 164,845
80 92.21 69.62 22.59 30.4% 2.33 3.1% 21% False False 135,029
100 92.21 69.62 22.59 30.4% 2.15 2.9% 21% False False 113,818
120 92.21 69.62 22.59 30.4% 2.06 2.8% 21% False False 96,252
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 85.20
2.618 81.70
1.618 79.56
1.000 78.24
0.618 77.42
HIGH 76.10
0.618 75.28
0.500 75.03
0.382 74.78
LOW 73.96
0.618 72.64
1.000 71.82
1.618 70.50
2.618 68.36
4.250 64.87
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 75.03 75.23
PP 74.83 74.96
S1 74.63 74.70

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

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