NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 25-May-2010
Day Change Summary
Previous Current
24-May-2010 25-May-2010 Change Change % Previous Week
Open 75.69 74.53 -1.16 -1.5% 81.03
High 75.69 74.53 -1.16 -1.5% 81.03
Low 74.85 72.06 -2.79 -3.7% 73.41
Close 74.96 73.45 -1.51 -2.0% 75.15
Range 0.84 2.47 1.63 194.0% 7.62
ATR 1.98 2.05 0.07 3.3% 0.00
Volume 8,386 4,554 -3,832 -45.7% 30,177
Daily Pivots for day following 25-May-2010
Classic Woodie Camarilla DeMark
R4 80.76 79.57 74.81
R3 78.29 77.10 74.13
R2 75.82 75.82 73.90
R1 74.63 74.63 73.68 73.99
PP 73.35 73.35 73.35 73.03
S1 72.16 72.16 73.22 71.52
S2 70.88 70.88 73.00
S3 68.41 69.69 72.77
S4 65.94 67.22 72.09
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 99.39 94.89 79.34
R3 91.77 87.27 77.25
R2 84.15 84.15 76.55
R1 79.65 79.65 75.85 78.09
PP 76.53 76.53 76.53 75.75
S1 72.03 72.03 74.45 70.47
S2 68.91 68.91 73.75
S3 61.29 64.41 73.05
S4 53.67 56.79 70.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.42 72.06 5.36 7.3% 2.04 2.8% 26% False True 6,412
10 86.81 72.06 14.75 20.1% 2.05 2.8% 9% False True 5,912
20 93.29 72.06 21.23 28.9% 2.01 2.7% 7% False True 5,574
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 0.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.03
2.618 81.00
1.618 78.53
1.000 77.00
0.618 76.06
HIGH 74.53
0.618 73.59
0.500 73.30
0.382 73.00
LOW 72.06
0.618 70.53
1.000 69.59
1.618 68.06
2.618 65.59
4.250 61.56
Fisher Pivots for day following 25-May-2010
Pivot 1 day 3 day
R1 73.40 73.88
PP 73.35 73.73
S1 73.30 73.59

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

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