NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 83.36 83.15 -0.21 -0.3% 79.99
High 83.41 83.78 0.37 0.4% 83.91
Low 82.49 81.06 -1.43 -1.7% 79.87
Close 83.00 81.77 -1.23 -1.5% 81.77
Range 0.92 2.72 1.80 195.7% 4.04
ATR 1.96 2.01 0.05 2.8% 0.00
Volume 35,273 40,577 5,304 15.0% 169,611
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 90.36 88.79 83.27
R3 87.64 86.07 82.52
R2 84.92 84.92 82.27
R1 83.35 83.35 82.02 82.78
PP 82.20 82.20 82.20 81.92
S1 80.63 80.63 81.52 80.06
S2 79.48 79.48 81.27
S3 76.76 77.91 81.02
S4 74.04 75.19 80.27
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 93.97 91.91 83.99
R3 89.93 87.87 82.88
R2 85.89 85.89 82.51
R1 83.83 83.83 82.14 84.86
PP 81.85 81.85 81.85 82.37
S1 79.79 79.79 81.40 80.82
S2 77.81 77.81 81.03
S3 73.77 75.75 80.66
S4 69.73 71.71 79.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.91 79.87 4.04 4.9% 1.86 2.3% 47% False False 33,922
10 83.91 76.98 6.93 8.5% 1.95 2.4% 69% False False 29,447
20 83.91 75.73 8.18 10.0% 1.99 2.4% 74% False False 24,070
40 83.91 72.71 11.20 13.7% 1.99 2.4% 81% False False 18,381
60 85.75 70.96 14.79 18.1% 2.16 2.6% 73% False False 16,571
80 93.14 70.96 22.18 27.1% 2.05 2.5% 49% False False 15,441
100 93.14 70.96 22.18 27.1% 1.87 2.3% 49% False False 13,750
120 93.14 70.96 22.18 27.1% 1.74 2.1% 49% False False 12,145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.44
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.34
2.618 90.90
1.618 88.18
1.000 86.50
0.618 85.46
HIGH 83.78
0.618 82.74
0.500 82.42
0.382 82.10
LOW 81.06
0.618 79.38
1.000 78.34
1.618 76.66
2.618 73.94
4.250 69.50
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 82.42 82.49
PP 82.20 82.25
S1 81.99 82.01

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

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