NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 79.25 79.99 0.74 0.9% 79.86
High 80.07 82.67 2.60 3.2% 80.53
Low 77.93 79.87 1.94 2.5% 76.98
Close 79.95 82.30 2.35 2.9% 79.95
Range 2.14 2.80 0.66 30.8% 3.55
ATR 2.08 2.13 0.05 2.5% 0.00
Volume 32,027 23,507 -8,520 -26.6% 124,865
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 90.01 88.96 83.84
R3 87.21 86.16 83.07
R2 84.41 84.41 82.81
R1 83.36 83.36 82.56 83.89
PP 81.61 81.61 81.61 81.88
S1 80.56 80.56 82.04 81.09
S2 78.81 78.81 81.79
S3 76.01 77.76 81.53
S4 73.21 74.96 80.76
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 89.80 88.43 81.90
R3 86.25 84.88 80.93
R2 82.70 82.70 80.60
R1 81.33 81.33 80.28 82.02
PP 79.15 79.15 79.15 79.50
S1 77.78 77.78 79.62 78.47
S2 75.60 75.60 79.30
S3 72.05 74.23 78.97
S4 68.50 70.68 78.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.67 76.98 5.69 6.9% 2.36 2.9% 93% True False 27,031
10 82.67 76.94 5.73 7.0% 2.10 2.6% 94% True False 24,441
20 82.67 72.71 9.96 12.1% 2.09 2.5% 96% True False 19,130
40 82.67 72.71 9.96 12.1% 2.02 2.5% 96% True False 16,094
60 85.75 70.96 14.79 18.0% 2.17 2.6% 77% False False 15,204
80 93.14 70.96 22.18 27.0% 2.03 2.5% 51% False False 14,315
100 93.14 70.96 22.18 27.0% 1.84 2.2% 51% False False 12,422
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.57
2.618 90.00
1.618 87.20
1.000 85.47
0.618 84.40
HIGH 82.67
0.618 81.60
0.500 81.27
0.382 80.94
LOW 79.87
0.618 78.14
1.000 77.07
1.618 75.34
2.618 72.54
4.250 67.97
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 81.96 81.56
PP 81.61 80.81
S1 81.27 80.07

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

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