NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 08-Jul-2010
Day Change Summary
Previous Current
07-Jul-2010 08-Jul-2010 Change Change % Previous Week
Open 72.07 74.85 2.78 3.9% 79.00
High 74.92 76.00 1.08 1.4% 79.38
Low 71.44 74.38 2.94 4.1% 71.62
Close 74.07 75.44 1.37 1.8% 72.14
Range 3.48 1.62 -1.86 -53.4% 7.76
ATR 2.52 2.47 -0.04 -1.7% 0.00
Volume 325,727 288,660 -37,067 -11.4% 1,625,861
Daily Pivots for day following 08-Jul-2010
Classic Woodie Camarilla DeMark
R4 80.13 79.41 76.33
R3 78.51 77.79 75.89
R2 76.89 76.89 75.74
R1 76.17 76.17 75.59 76.53
PP 75.27 75.27 75.27 75.46
S1 74.55 74.55 75.29 74.91
S2 73.65 73.65 75.14
S3 72.03 72.93 74.99
S4 70.41 71.31 74.55
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 97.66 92.66 76.41
R3 89.90 84.90 74.27
R2 82.14 82.14 73.56
R1 77.14 77.14 72.85 75.76
PP 74.38 74.38 74.38 73.69
S1 69.38 69.38 71.43 68.00
S2 66.62 66.62 70.72
S3 58.86 61.62 70.01
S4 51.10 53.86 67.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.00 71.09 4.91 6.5% 2.60 3.4% 89% True False 326,678
10 79.38 71.09 8.29 11.0% 2.47 3.3% 52% False False 312,185
20 79.94 71.09 8.85 11.7% 2.27 3.0% 49% False False 257,934
40 83.26 68.59 14.67 19.4% 2.53 3.4% 47% False False 187,207
60 91.38 68.59 22.79 30.2% 2.45 3.2% 30% False False 145,717
80 91.38 68.59 22.79 30.2% 2.21 2.9% 30% False False 114,340
100 91.38 68.59 22.79 30.2% 2.11 2.8% 30% False False 93,143
120 91.38 68.59 22.79 30.2% 2.06 2.7% 30% False False 78,560
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.57
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 82.89
2.618 80.24
1.618 78.62
1.000 77.62
0.618 77.00
HIGH 76.00
0.618 75.38
0.500 75.19
0.382 75.00
LOW 74.38
0.618 73.38
1.000 72.76
1.618 71.76
2.618 70.14
4.250 67.50
Fisher Pivots for day following 08-Jul-2010
Pivot 1 day 3 day
R1 75.36 74.81
PP 75.27 74.18
S1 75.19 73.55

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

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