NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 18-Aug-2010
Day Change Summary
Previous Current
17-Aug-2010 18-Aug-2010 Change Change % Previous Week
Open 76.14 76.72 0.58 0.8% 81.90
High 77.82 76.90 -0.92 -1.2% 82.79
Low 76.13 75.11 -1.02 -1.3% 76.01
Close 76.95 76.51 -0.44 -0.6% 76.36
Range 1.69 1.79 0.10 5.9% 6.78
ATR 1.96 1.95 -0.01 -0.5% 0.00
Volume 41,024 101,832 60,808 148.2% 336,677
Daily Pivots for day following 18-Aug-2010
Classic Woodie Camarilla DeMark
R4 81.54 80.82 77.49
R3 79.75 79.03 77.00
R2 77.96 77.96 76.84
R1 77.24 77.24 76.67 76.71
PP 76.17 76.17 76.17 75.91
S1 75.45 75.45 76.35 74.92
S2 74.38 74.38 76.18
S3 72.59 73.66 76.02
S4 70.80 71.87 75.53
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 98.73 94.32 80.09
R3 91.95 87.54 78.22
R2 85.17 85.17 77.60
R1 80.76 80.76 76.98 79.58
PP 78.39 78.39 78.39 77.79
S1 73.98 73.98 75.74 72.80
S2 71.61 71.61 75.12
S3 64.83 67.20 74.50
S4 58.05 60.42 72.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.05 75.11 3.94 5.1% 1.76 2.3% 36% False True 68,615
10 83.78 75.11 8.67 11.3% 1.88 2.5% 16% False True 60,678
20 83.91 75.11 8.80 11.5% 1.94 2.5% 16% False True 44,397
40 83.91 72.71 11.20 14.6% 2.03 2.7% 34% False False 29,286
60 83.91 70.96 12.95 16.9% 2.07 2.7% 43% False False 23,610
80 93.14 70.96 22.18 29.0% 2.11 2.8% 25% False False 21,066
100 93.14 70.96 22.18 29.0% 1.92 2.5% 25% False False 18,748
120 93.14 70.96 22.18 29.0% 1.79 2.3% 25% False False 16,324
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 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.51
2.618 81.59
1.618 79.80
1.000 78.69
0.618 78.01
HIGH 76.90
0.618 76.22
0.500 76.01
0.382 75.79
LOW 75.11
0.618 74.00
1.000 73.32
1.618 72.21
2.618 70.42
4.250 67.50
Fisher Pivots for day following 18-Aug-2010
Pivot 1 day 3 day
R1 76.34 76.50
PP 76.17 76.48
S1 76.01 76.47

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

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