NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 76.49 75.43 -1.06 -1.4% 74.47
High 76.67 76.00 -0.67 -0.9% 76.46
Low 75.35 73.08 -2.27 -3.0% 71.49
Close 75.91 73.54 -2.37 -3.1% 76.21
Range 1.32 2.92 1.60 121.2% 4.97
ATR 1.94 2.01 0.07 3.6% 0.00
Volume 205,232 116,289 -88,943 -43.3% 444,529
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 82.97 81.17 75.15
R3 80.05 78.25 74.34
R2 77.13 77.13 74.08
R1 75.33 75.33 73.81 74.77
PP 74.21 74.21 74.21 73.93
S1 72.41 72.41 73.27 71.85
S2 71.29 71.29 73.00
S3 68.37 69.49 72.74
S4 65.45 66.57 71.93
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 89.63 87.89 78.94
R3 84.66 82.92 77.58
R2 79.69 79.69 77.12
R1 77.95 77.95 76.67 78.82
PP 74.72 74.72 74.72 75.16
S1 72.98 72.98 75.75 73.85
S2 69.75 69.75 75.30
S3 64.78 68.01 74.84
S4 59.81 63.04 73.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.67 71.49 5.18 7.0% 2.22 3.0% 40% False False 129,760
10 77.21 71.49 5.72 7.8% 1.99 2.7% 36% False False 102,774
20 83.91 71.49 12.42 16.9% 1.91 2.6% 17% False False 78,282
40 83.91 71.49 12.42 16.9% 1.97 2.7% 17% False False 49,356
60 83.91 71.49 12.42 16.9% 1.98 2.7% 17% False False 37,262
80 85.75 70.96 14.79 20.1% 2.09 2.8% 17% False False 31,135
100 93.14 70.96 22.18 30.2% 2.01 2.7% 12% False False 27,402
120 93.14 70.96 22.18 30.2% 1.86 2.5% 12% False False 23,688
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.41
2.618 83.64
1.618 80.72
1.000 78.92
0.618 77.80
HIGH 76.00
0.618 74.88
0.500 74.54
0.382 74.20
LOW 73.08
0.618 71.28
1.000 70.16
1.618 68.36
2.618 65.44
4.250 60.67
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 74.54 74.88
PP 74.21 74.43
S1 73.87 73.99

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

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