NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 75.88 75.46 -0.42 -0.6% 81.49
High 76.34 77.03 0.69 0.9% 82.22
Low 75.23 75.45 0.22 0.3% 75.41
Close 75.60 76.16 0.56 0.7% 75.77
Range 1.11 1.58 0.47 42.3% 6.81
ATR 2.04 2.00 -0.03 -1.6% 0.00
Volume 110,540 108,987 -1,553 -1.4% 792,876
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 80.95 80.14 77.03
R3 79.37 78.56 76.59
R2 77.79 77.79 76.45
R1 76.98 76.98 76.30 77.39
PP 76.21 76.21 76.21 76.42
S1 75.40 75.40 76.02 75.81
S2 74.63 74.63 75.87
S3 73.05 73.82 75.73
S4 71.47 72.24 75.29
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 80.99 75.23 5.76 7.6% 2.00 2.6% 16% False False 151,645
10 83.40 75.23 8.17 10.7% 1.84 2.4% 11% False False 126,165
20 83.40 75.23 8.17 10.7% 2.00 2.6% 11% False False 96,526
40 83.40 72.15 11.25 14.8% 2.09 2.7% 36% False False 64,128
60 83.40 70.35 13.05 17.1% 2.16 2.8% 45% False False 49,663
80 92.75 70.35 22.40 29.4% 2.24 2.9% 26% False False 41,800
100 92.75 70.35 22.40 29.4% 2.05 2.7% 26% False False 36,005
120 92.75 70.35 22.40 29.4% 1.92 2.5% 26% False False 30,780
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.75
2.618 81.17
1.618 79.59
1.000 78.61
0.618 78.01
HIGH 77.03
0.618 76.43
0.500 76.24
0.382 76.05
LOW 75.45
0.618 74.47
1.000 73.87
1.618 72.89
2.618 71.31
4.250 68.74
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 76.24 76.18
PP 76.21 76.17
S1 76.19 76.17

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

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