NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 76.20 77.91 1.71 2.2% 74.82
High 78.13 80.18 2.05 2.6% 76.77
Low 75.60 77.55 1.95 2.6% 73.58
Close 77.86 79.97 2.11 2.7% 76.49
Range 2.53 2.63 0.10 4.0% 3.19
ATR 1.98 2.03 0.05 2.3% 0.00
Volume 369,915 392,495 22,580 6.1% 1,461,014
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.12 86.18 81.42
R3 84.49 83.55 80.69
R2 81.86 81.86 80.45
R1 80.92 80.92 80.21 81.39
PP 79.23 79.23 79.23 79.47
S1 78.29 78.29 79.73 78.76
S2 76.60 76.60 79.49
S3 73.97 75.66 79.25
S4 71.34 73.03 78.52
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 85.18 84.03 78.24
R3 81.99 80.84 77.37
R2 78.80 78.80 77.07
R1 77.65 77.65 76.78 78.23
PP 75.61 75.61 75.61 75.90
S1 74.46 74.46 76.20 75.04
S2 72.42 72.42 75.91
S3 69.23 71.27 75.61
S4 66.04 68.08 74.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.18 74.66 5.52 6.9% 2.08 2.6% 96% True False 323,922
10 80.18 73.58 6.60 8.3% 2.11 2.6% 97% True False 301,905
20 80.18 73.58 6.60 8.3% 1.97 2.5% 97% True False 251,891
40 83.78 71.49 12.29 15.4% 1.97 2.5% 69% False False 168,782
60 83.91 71.49 12.42 15.5% 1.97 2.5% 68% False False 119,689
80 83.91 71.49 12.42 15.5% 1.99 2.5% 68% False False 93,031
100 85.75 70.96 14.79 18.5% 2.07 2.6% 61% False False 76,913
120 93.14 70.96 22.18 27.7% 2.01 2.5% 41% False False 66,211
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 91.36
2.618 87.07
1.618 84.44
1.000 82.81
0.618 81.81
HIGH 80.18
0.618 79.18
0.500 78.87
0.382 78.55
LOW 77.55
0.618 75.92
1.000 74.92
1.618 73.29
2.618 70.66
4.250 66.37
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 79.60 79.27
PP 79.23 78.56
S1 78.87 77.86

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

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