NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 91.29 92.10 0.81 0.9% 90.67
High 91.91 93.29 1.38 1.5% 91.91
Low 91.27 91.94 0.67 0.7% 88.88
Close 91.91 93.31 1.40 1.5% 91.91
Range 0.64 1.35 0.71 110.9% 3.03
ATR
Volume 4,170 2,921 -1,249 -30.0% 20,777
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 96.90 96.45 94.05
R3 95.55 95.10 93.68
R2 94.20 94.20 93.56
R1 93.75 93.75 93.43 93.98
PP 92.85 92.85 92.85 92.96
S1 92.40 92.40 93.19 92.63
S2 91.50 91.50 93.06
S3 90.15 91.05 92.94
S4 88.80 89.70 92.57
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 99.99 98.98 93.58
R3 96.96 95.95 92.74
R2 93.93 93.93 92.47
R1 92.92 92.92 92.19 93.43
PP 90.90 90.90 90.90 91.15
S1 89.89 89.89 91.63 90.40
S2 87.87 87.87 91.35
S3 84.84 86.86 91.08
S4 81.81 83.83 90.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.29 88.88 4.41 4.7% 1.03 1.1% 100% True False 4,147
10 93.29 88.01 5.28 5.7% 0.83 0.9% 100% True False 3,978
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.10
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.03
2.618 96.82
1.618 95.47
1.000 94.64
0.618 94.12
HIGH 93.29
0.618 92.77
0.500 92.62
0.382 92.46
LOW 91.94
0.618 91.11
1.000 90.59
1.618 89.76
2.618 88.41
4.250 86.20
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 93.08 92.90
PP 92.85 92.49
S1 92.62 92.08

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

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