NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 73.91 74.93 1.02 1.4% 75.50
High 75.14 75.44 0.30 0.4% 75.58
Low 73.11 73.20 0.09 0.1% 71.53
Close 75.02 74.60 -0.42 -0.6% 74.60
Range 2.03 2.24 0.21 10.3% 4.05
ATR 2.14 2.15 0.01 0.3% 0.00
Volume 319,284 361,247 41,963 13.1% 1,740,142
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 81.13 80.11 75.83
R3 78.89 77.87 75.22
R2 76.65 76.65 75.01
R1 75.63 75.63 74.81 75.02
PP 74.41 74.41 74.41 74.11
S1 73.39 73.39 74.39 72.78
S2 72.17 72.17 74.19
S3 69.93 71.15 73.98
S4 67.69 68.91 73.37
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.05 84.38 76.83
R3 82.00 80.33 75.71
R2 77.95 77.95 75.34
R1 76.28 76.28 74.97 75.09
PP 73.90 73.90 73.90 73.31
S1 72.23 72.23 74.23 71.04
S2 69.85 69.85 73.86
S3 65.80 68.18 73.49
S4 61.75 64.13 72.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.58 71.53 4.05 5.4% 2.37 3.2% 76% False False 348,028
10 75.59 70.76 4.83 6.5% 2.25 3.0% 80% False False 343,491
20 82.22 70.76 11.46 15.4% 2.08 2.8% 34% False False 260,666
40 83.40 70.76 12.64 16.9% 2.07 2.8% 30% False False 159,849
60 83.40 70.76 12.64 16.9% 2.08 2.8% 30% False False 115,215
80 85.35 70.35 15.00 20.1% 2.22 3.0% 28% False False 91,474
100 92.75 70.35 22.40 30.0% 2.18 2.9% 19% False False 76,466
120 92.75 70.35 22.40 30.0% 2.01 2.7% 19% False False 65,284
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 0.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.96
2.618 81.30
1.618 79.06
1.000 77.68
0.618 76.82
HIGH 75.44
0.618 74.58
0.500 74.32
0.382 74.06
LOW 73.20
0.618 71.82
1.000 70.96
1.618 69.58
2.618 67.34
4.250 63.68
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 74.51 74.25
PP 74.41 73.90
S1 74.32 73.56

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

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