NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 11-Aug-2010

Day Change Summary
	Previous	Current
	10-Aug-2010	11-Aug-2010	Change	Change %	Previous Week
Open	82.54	80.36	-2.18	-2.6%	81.19
High	83.55	81.62	-1.93	-2.3%	84.73
Low	81.40	79.90	-1.50	-1.8%	81.19
Close	82.54	80.36	-2.18	-2.6%	82.90
Range	2.15	1.72	-0.43	-20.0%	3.54
ATR	1.71	1.78	0.07	3.9%	0.00
Volume	8,679	8,754	75	0.9%	39,480

Daily Pivots for day following 11-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.79	84.79	81.31
R3	84.07	83.07	80.83
R2	82.35	82.35	80.68
R1	81.35	81.35	80.52	81.22
PP	80.63	80.63	80.63	80.56
S1	79.63	79.63	80.20	79.50
S2	78.91	78.91	80.04
S3	77.19	77.91	79.89
S4	75.47	76.19	79.41

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.56	91.77	84.85
R3	90.02	88.23	83.87
R2	86.48	86.48	83.55
R1	84.69	84.69	83.22	85.59
PP	82.94	82.94	82.94	83.39
S1	81.15	81.15	82.58	82.05
S2	79.40	79.40	82.25
S3	75.86	77.61	81.93
S4	72.32	74.07	80.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.40	79.90	4.50	5.6%	1.49	1.9%	10%	False	True	9,096
10	84.73	78.60	6.13	7.6%	1.61	2.0%	29%	False	False	8,796
20	84.73	77.70	7.03	8.7%	1.63	2.0%	38%	False	False	7,624
40	84.73	74.02	10.71	13.3%	1.65	2.1%	59%	False	False	6,365
60	84.73	72.06	12.67	15.8%	1.73	2.2%	66%	False	False	6,016
80	93.29	72.06	21.23	26.4%	1.70	2.1%	39%	False	False	5,708

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.40
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.93
2.618	86.12
1.618	84.40
1.000	83.34
0.618	82.68
HIGH	81.62
0.618	80.96
0.500	80.76
0.382	80.56
LOW	79.90
0.618	78.84
1.000	78.18
1.618	77.12
2.618	75.40
4.250	72.59

Fisher Pivots for day following 11-Aug-2010
Pivot	1 day	3 day
R1	80.76	81.88
PP	80.63	81.37
S1	80.49	80.87

Download as Excel Spreadsheet

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

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