NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 82.84 81.37 -1.47 -1.8% 85.70
High 83.34 82.43 -0.91 -1.1% 86.58
Low 82.30 81.49 -0.81 -1.0% 81.49
Close 82.84 81.37 -1.47 -1.8% 81.37
Range 1.04 0.94 -0.10 -9.6% 5.09
ATR 1.27 1.27 0.01 0.5% 0.00
Volume 3,306 2,983 -323 -9.8% 16,015
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 84.58 83.92 81.89
R3 83.64 82.98 81.63
R2 82.70 82.70 81.54
R1 82.04 82.04 81.46 81.84
PP 81.76 81.76 81.76 81.67
S1 81.10 81.10 81.28 80.90
S2 80.82 80.82 81.20
S3 79.88 80.16 81.11
S4 78.94 79.22 80.85
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 98.42 94.98 84.17
R3 93.33 89.89 82.77
R2 88.24 88.24 82.30
R1 84.80 84.80 81.84 83.98
PP 83.15 83.15 83.15 82.73
S1 79.71 79.71 80.90 78.89
S2 78.06 78.06 80.44
S3 72.97 74.62 79.97
S4 67.88 69.53 78.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.58 81.49 5.09 6.3% 1.33 1.6% -2% False True 3,203
10 86.58 81.49 5.09 6.3% 1.04 1.3% -2% False True 2,635
20 86.58 76.94 9.64 11.8% 0.95 1.2% 46% False False 1,960
40 86.58 76.35 10.23 12.6% 0.93 1.1% 49% False False 2,193
60 86.58 76.35 10.23 12.6% 0.91 1.1% 49% False False 2,165
80 86.58 70.69 15.89 19.5% 0.87 1.1% 67% False False 2,042
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 0.15
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 86.43
2.618 84.89
1.618 83.95
1.000 83.37
0.618 83.01
HIGH 82.43
0.618 82.07
0.500 81.96
0.382 81.85
LOW 81.49
0.618 80.91
1.000 80.55
1.618 79.97
2.618 79.03
4.250 77.50
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 81.96 82.59
PP 81.76 82.18
S1 81.57 81.78

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

View Archives - Comment on this page... - Back to Index of Symbols