NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 89.93 87.43 -2.50 -2.8% 90.67
High 92.30 89.50 -2.80 -3.0% 91.91
Low 90.00 87.00 -3.00 -3.3% 88.88
Close 89.93 87.43 -2.50 -2.8% 91.91
Range 2.30 2.50 0.20 8.7% 3.03
ATR
Volume 3,463 5,313 1,850 53.4% 20,777
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 95.48 93.95 88.81
R3 92.98 91.45 88.12
R2 90.48 90.48 87.89
R1 88.95 88.95 87.66 88.68
PP 87.98 87.98 87.98 87.84
S1 86.45 86.45 87.20 86.18
S2 85.48 85.48 86.97
S3 82.98 83.95 86.74
S4 80.48 81.45 86.06
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 87.00 6.29 7.2% 1.48 1.7% 7% False True 4,108
10 93.29 87.00 6.29 7.2% 1.11 1.3% 7% False True 4,389
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 0.07
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 100.13
2.618 96.05
1.618 93.55
1.000 92.00
0.618 91.05
HIGH 89.50
0.618 88.55
0.500 88.25
0.382 87.96
LOW 87.00
0.618 85.46
1.000 84.50
1.618 82.96
2.618 80.46
4.250 76.38
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 88.25 90.15
PP 87.98 89.24
S1 87.70 88.34

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

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