NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 76.30 75.06 -1.24 -1.6% 72.06
High 76.43 77.37 0.94 1.2% 76.48
Low 74.52 74.25 -0.27 -0.4% 71.09
Close 74.95 77.15 2.20 2.9% 76.09
Range 1.91 3.12 1.21 63.4% 5.39
ATR 2.37 2.42 0.05 2.3% 0.00
Volume 269,887 309,169 39,282 14.6% 1,196,371
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 85.62 84.50 78.87
R3 82.50 81.38 78.01
R2 79.38 79.38 77.72
R1 78.26 78.26 77.44 78.82
PP 76.26 76.26 76.26 76.54
S1 75.14 75.14 76.86 75.70
S2 73.14 73.14 76.58
S3 70.02 72.02 76.29
S4 66.90 68.90 75.43
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 90.72 88.80 79.05
R3 85.33 83.41 77.57
R2 79.94 79.94 77.08
R1 78.02 78.02 76.58 78.98
PP 74.55 74.55 74.55 75.04
S1 72.63 72.63 75.60 73.59
S2 69.16 69.16 75.10
S3 63.77 67.24 74.61
S4 58.38 61.85 73.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.37 71.44 5.93 7.7% 2.32 3.0% 96% True False 303,851
10 78.32 71.09 7.23 9.4% 2.50 3.2% 84% False False 308,483
20 79.94 71.09 8.85 11.5% 2.26 2.9% 68% False False 273,566
40 79.94 68.59 11.35 14.7% 2.50 3.2% 75% False False 202,359
60 91.38 68.59 22.79 29.5% 2.47 3.2% 38% False False 157,963
80 91.38 68.59 22.79 29.5% 2.24 2.9% 38% False False 125,312
100 91.38 68.59 22.79 29.5% 2.11 2.7% 38% False False 102,074
120 91.38 68.59 22.79 29.5% 2.09 2.7% 38% False False 86,013
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 90.63
2.618 85.54
1.618 82.42
1.000 80.49
0.618 79.30
HIGH 77.37
0.618 76.18
0.500 75.81
0.382 75.44
LOW 74.25
0.618 72.32
1.000 71.13
1.618 69.20
2.618 66.08
4.250 60.99
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 76.70 76.70
PP 76.26 76.26
S1 75.81 75.81

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

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