NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 74.47 73.64 -0.83 -1.1% 76.43
High 75.11 73.66 -1.45 -1.9% 77.82
Low 73.38 72.07 -1.31 -1.8% 74.09
Close 73.73 72.36 -1.37 -1.9% 74.46
Range 1.73 1.59 -0.14 -8.1% 3.73
ATR 1.92 1.91 -0.02 -1.0% 0.00
Volume 61,011 56,238 -4,773 -7.8% 354,118
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 77.47 76.50 73.23
R3 75.88 74.91 72.80
R2 74.29 74.29 72.65
R1 73.32 73.32 72.51 73.01
PP 72.70 72.70 72.70 72.54
S1 71.73 71.73 72.21 71.42
S2 71.11 71.11 72.07
S3 69.52 70.14 71.92
S4 67.93 68.55 71.49
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 86.65 84.28 76.51
R3 82.92 80.55 75.49
R2 79.19 79.19 75.14
R1 76.82 76.82 74.80 76.14
PP 75.46 75.46 75.46 75.12
S1 73.09 73.09 74.12 72.41
S2 71.73 71.73 73.78
S3 68.00 69.36 73.43
S4 64.27 65.63 72.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.21 72.07 5.14 7.1% 1.76 2.4% 6% False True 75,788
10 81.44 72.07 9.37 12.9% 1.87 2.6% 3% False True 68,543
20 83.91 72.07 11.84 16.4% 1.88 2.6% 2% False True 53,832
40 83.91 72.07 11.84 16.4% 2.01 2.8% 2% False True 34,831
60 83.91 72.07 11.84 16.4% 2.01 2.8% 2% False True 27,446
80 93.14 70.96 22.18 30.7% 2.14 3.0% 6% False False 24,008
100 93.14 70.96 22.18 30.7% 1.94 2.7% 6% False False 21,313
120 93.14 70.96 22.18 30.7% 1.81 2.5% 6% False False 18,458
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.42
2.618 77.82
1.618 76.23
1.000 75.25
0.618 74.64
HIGH 73.66
0.618 73.05
0.500 72.87
0.382 72.68
LOW 72.07
0.618 71.09
1.000 70.48
1.618 69.50
2.618 67.91
4.250 65.31
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 72.87 73.85
PP 72.70 73.35
S1 72.53 72.86

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

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