NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 75.49 76.50 1.01 1.3% 76.49
High 77.09 77.45 0.36 0.5% 76.72
Low 75.10 75.45 0.35 0.5% 73.08
Close 76.37 75.79 -0.58 -0.8% 75.97
Range 1.99 2.00 0.01 0.5% 3.64
ATR 2.04 2.04 0.00 -0.2% 0.00
Volume 175,607 174,429 -1,178 -0.7% 858,668
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 82.23 81.01 76.89
R3 80.23 79.01 76.34
R2 78.23 78.23 76.16
R1 77.01 77.01 75.97 76.62
PP 76.23 76.23 76.23 76.04
S1 75.01 75.01 75.61 74.62
S2 74.23 74.23 75.42
S3 72.23 73.01 75.24
S4 70.23 71.01 74.69
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.18 84.71 77.97
R3 82.54 81.07 76.97
R2 78.90 78.90 76.64
R1 77.43 77.43 76.30 76.35
PP 75.26 75.26 75.26 74.71
S1 73.79 73.79 75.64 72.71
S2 71.62 71.62 75.30
S3 67.98 70.15 74.97
S4 64.34 66.51 73.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.45 74.24 3.21 4.2% 2.03 2.7% 48% True False 170,054
10 77.45 73.08 4.37 5.8% 2.17 2.9% 62% True False 157,633
20 79.05 71.49 7.56 10.0% 1.98 2.6% 57% False False 115,001
40 83.91 71.49 12.42 16.4% 1.99 2.6% 35% False False 72,999
60 83.91 71.49 12.42 16.4% 1.99 2.6% 35% False False 53,085
80 83.91 70.96 12.95 17.1% 2.08 2.8% 37% False False 43,017
100 93.14 70.96 22.18 29.3% 2.06 2.7% 22% False False 36,918
120 93.14 70.96 22.18 29.3% 1.91 2.5% 22% False False 32,083
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 0.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.95
2.618 82.69
1.618 80.69
1.000 79.45
0.618 78.69
HIGH 77.45
0.618 76.69
0.500 76.45
0.382 76.21
LOW 75.45
0.618 74.21
1.000 73.45
1.618 72.21
2.618 70.21
4.250 66.95
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 76.45 75.85
PP 76.23 75.83
S1 76.01 75.81

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

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