NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 75.62 76.81 1.19 1.6% 81.03
High 75.64 78.87 3.23 4.3% 81.03
Low 74.55 76.81 2.26 3.0% 73.41
Close 75.62 78.87 3.25 4.3% 75.15
Range 1.09 2.06 0.97 89.0% 7.62
ATR 2.06 2.14 0.09 4.1% 0.00
Volume 5,526 5,079 -447 -8.1% 30,177
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 84.36 83.68 80.00
R3 82.30 81.62 79.44
R2 80.24 80.24 79.25
R1 79.56 79.56 79.06 79.90
PP 78.18 78.18 78.18 78.36
S1 77.50 77.50 78.68 77.84
S2 76.12 76.12 78.49
S3 74.06 75.44 78.30
S4 72.00 73.38 77.74
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 78.87 72.06 6.81 8.6% 1.59 2.0% 100% True False 6,420
10 83.75 72.06 11.69 14.8% 2.05 2.6% 58% False False 5,836
20 93.29 72.06 21.23 26.9% 2.08 2.6% 32% False False 5,519
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.63
2.618 84.26
1.618 82.20
1.000 80.93
0.618 80.14
HIGH 78.87
0.618 78.08
0.500 77.84
0.382 77.60
LOW 76.81
0.618 75.54
1.000 74.75
1.618 73.48
2.618 71.42
4.250 68.06
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 78.53 77.74
PP 78.18 76.60
S1 77.84 75.47

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

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