NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 83.57 79.80 -3.77 -4.5% 82.96
High 85.35 83.31 -2.04 -2.4% 85.35
Low 83.20 79.54 -3.66 -4.4% 79.54
Close 83.57 79.80 -3.77 -4.5% 79.80
Range 2.15 3.77 1.62 75.3% 5.81
ATR 2.10 2.24 0.14 6.5% 0.00
Volume 17,050 21,294 4,244 24.9% 91,560
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 92.19 89.77 81.87
R3 88.42 86.00 80.84
R2 84.65 84.65 80.49
R1 82.23 82.23 80.15 81.69
PP 80.88 80.88 80.88 80.61
S1 78.46 78.46 79.45 77.92
S2 77.11 77.11 79.11
S3 73.34 74.69 78.76
S4 69.57 70.92 77.73
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 98.99 95.21 83.00
R3 93.18 89.40 81.40
R2 87.37 87.37 80.87
R1 83.59 83.59 80.33 82.58
PP 81.56 81.56 81.56 81.06
S1 77.78 77.78 79.27 76.77
S2 75.75 75.75 78.73
S3 69.94 71.97 78.20
S4 64.13 66.16 76.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.35 79.54 5.81 7.3% 2.30 2.9% 4% False True 18,312
10 92.75 79.54 13.21 16.6% 2.87 3.6% 2% False True 18,845
20 92.75 79.54 13.21 16.6% 2.17 2.7% 2% False True 16,636
40 92.75 79.54 13.21 16.6% 1.72 2.2% 2% False True 13,518
60 92.75 79.20 13.55 17.0% 1.59 2.0% 4% False False 10,560
80 92.75 73.17 19.58 24.5% 1.51 1.9% 34% False False 8,823
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 0.60
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 99.33
2.618 93.18
1.618 89.41
1.000 87.08
0.618 85.64
HIGH 83.31
0.618 81.87
0.500 81.43
0.382 80.98
LOW 79.54
0.618 77.21
1.000 75.77
1.618 73.44
2.618 69.67
4.250 63.52
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 81.43 82.45
PP 80.88 81.56
S1 80.34 80.68

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

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