NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 27-Aug-2010

Day Change Summary
	Previous	Current
	26-Aug-2010	27-Aug-2010	Change	Change %	Previous Week
Open	75.06	75.75	0.69	0.9%	76.00
High	76.64	78.40	1.76	2.3%	78.40
Low	74.90	75.52	0.62	0.8%	73.12
Close	76.04	78.15	2.11	2.8%	78.15
Range	1.74	2.88	1.14	65.5%	5.28
ATR	1.74	1.82	0.08	4.7%	0.00
Volume	20,274	29,420	9,146	45.1%	93,254

Daily Pivots for day following 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.00	84.95	79.73
R3	83.12	82.07	78.94
R2	80.24	80.24	78.68
R1	79.19	79.19	78.41	79.72
PP	77.36	77.36	77.36	77.62
S1	76.31	76.31	77.89	76.84
S2	74.48	74.48	77.62
S3	71.60	73.43	77.36
S4	68.72	70.55	76.57

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.40	90.55	81.05
R3	87.12	85.27	79.60
R2	81.84	81.84	79.12
R1	79.99	79.99	78.63	80.92
PP	76.56	76.56	76.56	77.02
S1	74.71	74.71	77.67	75.64
S2	71.28	71.28	77.18
S3	66.00	69.43	76.70
S4	60.72	64.15	75.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.40	73.12	5.28	6.8%	1.92	2.5%	95%	True	False	18,650
10	79.07	73.12	5.95	7.6%	1.72	2.2%	85%	False	False	16,541
20	84.73	73.12	11.61	14.9%	1.65	2.1%	43%	False	False	13,322
40	84.73	73.12	11.61	14.9%	1.69	2.2%	43%	False	False	9,980
60	84.73	73.12	11.61	14.9%	1.70	2.2%	43%	False	False	8,293
80	87.07	72.06	15.01	19.2%	1.80	2.3%	41%	False	False	7,587

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	0.37
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	90.64
2.618	85.94
1.618	83.06
1.000	81.28
0.618	80.18
HIGH	78.40
0.618	77.30
0.500	76.96
0.382	76.62
LOW	75.52
0.618	73.74
1.000	72.64
1.618	70.86
2.618	67.98
4.250	63.28

Fisher Pivots for day following 27-Aug-2010
Pivot	1 day	3 day
R1	77.75	77.35
PP	77.36	76.56
S1	76.96	75.76

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