NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 76.16 75.88 -0.28 -0.4% 81.49
High 77.12 76.34 -0.78 -1.0% 82.22
Low 75.41 75.23 -0.18 -0.2% 75.41
Close 75.77 75.60 -0.17 -0.2% 75.77
Range 1.71 1.11 -0.60 -35.1% 6.81
ATR 2.11 2.04 -0.07 -3.4% 0.00
Volume 207,419 110,540 -96,879 -46.7% 792,876
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 79.05 78.44 76.21
R3 77.94 77.33 75.91
R2 76.83 76.83 75.80
R1 76.22 76.22 75.70 75.97
PP 75.72 75.72 75.72 75.60
S1 75.11 75.11 75.50 74.86
S2 74.61 74.61 75.40
S3 73.50 74.00 75.29
S4 72.39 72.89 74.99
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 98.23 93.81 79.52
R3 91.42 87.00 77.64
R2 84.61 84.61 77.02
R1 80.19 80.19 76.39 79.00
PP 77.80 77.80 77.80 77.20
S1 73.38 73.38 75.15 72.19
S2 70.99 70.99 74.52
S3 64.18 66.57 73.90
S4 57.37 59.76 72.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.07 75.23 6.84 9.0% 2.17 2.9% 5% False True 154,642
10 83.40 75.23 8.17 10.8% 1.83 2.4% 5% False True 123,598
20 83.40 75.23 8.17 10.8% 2.01 2.7% 5% False True 93,353
40 83.40 72.15 11.25 14.9% 2.11 2.8% 31% False False 61,792
60 83.40 70.35 13.05 17.3% 2.17 2.9% 40% False False 48,241
80 92.75 70.35 22.40 29.6% 2.24 3.0% 23% False False 40,636
100 92.75 70.35 22.40 29.6% 2.05 2.7% 23% False False 34,950
120 92.75 70.35 22.40 29.6% 1.93 2.6% 23% False False 29,892
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 0.42
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.06
2.618 79.25
1.618 78.14
1.000 77.45
0.618 77.03
HIGH 76.34
0.618 75.92
0.500 75.79
0.382 75.65
LOW 75.23
0.618 74.54
1.000 74.12
1.618 73.43
2.618 72.32
4.250 70.51
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 75.79 76.83
PP 75.72 76.42
S1 75.66 76.01

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

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