NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 73.59 74.07 0.48 0.7% 80.04
High 74.93 75.35 0.42 0.6% 80.85
Low 73.04 72.71 -0.33 -0.5% 73.04
Close 73.59 73.67 0.08 0.1% 73.59
Range 1.89 2.64 0.75 39.7% 7.81
ATR 2.17 2.20 0.03 1.5% 0.00
Volume 20,826 11,323 -9,503 -45.6% 69,639
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 81.83 80.39 75.12
R3 79.19 77.75 74.40
R2 76.55 76.55 74.15
R1 75.11 75.11 73.91 74.51
PP 73.91 73.91 73.91 73.61
S1 72.47 72.47 73.43 71.87
S2 71.27 71.27 73.19
S3 68.63 69.83 72.94
S4 65.99 67.19 72.22
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 99.26 94.23 77.89
R3 91.45 86.42 75.74
R2 83.64 83.64 75.02
R1 78.61 78.61 74.31 77.22
PP 75.83 75.83 75.83 75.13
S1 70.80 70.80 72.87 69.41
S2 68.02 68.02 72.16
S3 60.21 62.99 71.44
S4 52.40 55.18 69.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.04 72.71 7.33 9.9% 2.54 3.4% 13% False True 13,567
10 80.95 72.71 8.24 11.2% 2.18 3.0% 12% False True 13,135
20 82.01 72.71 9.30 12.6% 1.99 2.7% 10% False True 13,075
40 85.75 70.96 14.79 20.1% 2.21 3.0% 18% False False 12,914
60 93.14 70.96 22.18 30.1% 2.03 2.8% 12% False False 12,766
80 93.14 70.96 22.18 30.1% 1.80 2.4% 12% False False 10,854
100 93.14 70.96 22.18 30.1% 1.65 2.2% 12% False False 9,489
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 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.57
2.618 82.26
1.618 79.62
1.000 77.99
0.618 76.98
HIGH 75.35
0.618 74.34
0.500 74.03
0.382 73.72
LOW 72.71
0.618 71.08
1.000 70.07
1.618 68.44
2.618 65.80
4.250 61.49
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 74.03 74.62
PP 73.91 74.30
S1 73.79 73.99

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

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