NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 83.86 83.57 -0.29 -0.3% 91.34
High 85.01 85.35 0.34 0.4% 92.75
Low 83.59 83.20 -0.39 -0.5% 81.06
Close 84.58 83.57 -1.01 -1.2% 81.98
Range 1.42 2.15 0.73 51.4% 11.69
ATR 2.10 2.10 0.00 0.2% 0.00
Volume 17,864 17,050 -814 -4.6% 96,891
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 90.49 89.18 84.75
R3 88.34 87.03 84.16
R2 86.19 86.19 83.96
R1 84.88 84.88 83.77 84.65
PP 84.04 84.04 84.04 83.92
S1 82.73 82.73 83.37 82.50
S2 81.89 81.89 83.18
S3 79.74 80.58 82.98
S4 77.59 78.43 82.39
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 120.33 112.85 88.41
R3 108.64 101.16 85.19
R2 96.95 96.95 84.12
R1 89.47 89.47 83.05 87.37
PP 85.26 85.26 85.26 84.21
S1 77.78 77.78 80.91 75.68
S2 73.57 73.57 79.84
S3 61.88 66.09 78.77
S4 50.19 54.40 75.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.35 81.06 4.29 5.1% 2.13 2.6% 59% True False 19,095
10 92.75 81.06 11.69 14.0% 2.61 3.1% 21% False False 18,646
20 92.75 81.06 11.69 14.0% 2.08 2.5% 21% False False 16,188
40 92.75 80.82 11.93 14.3% 1.62 1.9% 23% False False 13,134
60 92.75 79.20 13.55 16.2% 1.57 1.9% 32% False False 10,271
80 92.75 73.17 19.58 23.4% 1.49 1.8% 53% False False 8,592
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.58
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.49
2.618 90.98
1.618 88.83
1.000 87.50
0.618 86.68
HIGH 85.35
0.618 84.53
0.500 84.28
0.382 84.02
LOW 83.20
0.618 81.87
1.000 81.05
1.618 79.72
2.618 77.57
4.250 74.06
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 84.28 84.09
PP 84.04 83.91
S1 83.81 83.74

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

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