NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 09-Jul-2010
Day Change Summary
Previous Current
08-Jul-2010 09-Jul-2010 Change Change % Previous Week
Open 77.79 78.10 0.31 0.4% 74.32
High 78.26 78.65 0.39 0.5% 78.65
Low 76.63 77.23 0.60 0.8% 73.15
Close 77.79 78.18 0.39 0.5% 78.18
Range 1.63 1.42 -0.21 -12.9% 5.50
ATR 2.36 2.29 -0.07 -2.8% 0.00
Volume 42,499 31,375 -11,124 -26.2% 145,490
Daily Pivots for day following 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 82.28 81.65 78.96
R3 80.86 80.23 78.57
R2 79.44 79.44 78.44
R1 78.81 78.81 78.31 79.13
PP 78.02 78.02 78.02 78.18
S1 77.39 77.39 78.05 77.71
S2 76.60 76.60 77.92
S3 75.18 75.97 77.79
S4 73.76 74.55 77.40
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 93.16 91.17 81.21
R3 87.66 85.67 79.69
R2 82.16 82.16 79.19
R1 80.17 80.17 78.68 81.17
PP 76.66 76.66 76.66 77.16
S1 74.67 74.67 77.68 75.67
S2 71.16 71.16 77.17
S3 65.66 69.17 76.67
S4 60.16 63.67 75.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.65 73.15 5.50 7.0% 2.17 2.8% 91% True False 40,303
10 81.28 73.15 8.13 10.4% 2.38 3.0% 62% False False 40,066
20 82.77 73.15 9.62 12.3% 2.09 2.7% 52% False False 40,055
40 86.52 71.50 15.02 19.2% 2.42 3.1% 44% False False 48,197
60 93.55 71.50 22.05 28.2% 2.34 3.0% 30% False False 50,905
80 93.55 71.50 22.05 28.2% 2.12 2.7% 30% False False 48,680
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.60
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 84.69
2.618 82.37
1.618 80.95
1.000 80.07
0.618 79.53
HIGH 78.65
0.618 78.11
0.500 77.94
0.382 77.77
LOW 77.23
0.618 76.35
1.000 75.81
1.618 74.93
2.618 73.51
4.250 71.20
Fisher Pivots for day following 09-Jul-2010
Pivot 1 day 3 day
R1 78.10 77.51
PP 78.02 76.85
S1 77.94 76.18

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

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