NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 75.69 74.83 -0.86 -1.1% 81.26
High 76.97 75.82 -1.15 -1.5% 80.90
Low 74.86 74.37 -0.49 -0.7% 74.37
Close 75.69 74.83 -0.86 -1.1% 74.83
Range 2.11 1.45 -0.66 -31.3% 6.53
ATR 1.67 1.65 -0.02 -0.9% 0.00
Volume 2,049 2,849 800 39.0% 11,439
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 79.36 78.54 75.63
R3 77.91 77.09 75.23
R2 76.46 76.46 75.10
R1 75.64 75.64 74.96 75.56
PP 75.01 75.01 75.01 74.96
S1 74.19 74.19 74.70 74.11
S2 73.56 73.56 74.56
S3 72.11 72.74 74.43
S4 70.66 71.29 74.03
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 96.29 92.09 78.42
R3 89.76 85.56 76.63
R2 83.23 83.23 76.03
R1 79.03 79.03 75.43 77.87
PP 76.70 76.70 76.70 76.12
S1 72.50 72.50 74.23 71.34
S2 70.17 70.17 73.63
S3 63.64 65.97 73.03
S4 57.11 59.44 71.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.90 74.37 6.53 8.7% 1.06 1.4% 7% False True 2,287
10 83.37 74.37 9.00 12.0% 1.08 1.4% 5% False True 1,854
20 83.37 74.37 9.00 12.0% 1.08 1.4% 5% False True 2,506
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.98
2.618 79.62
1.618 78.17
1.000 77.27
0.618 76.72
HIGH 75.82
0.618 75.27
0.500 75.10
0.382 74.92
LOW 74.37
0.618 73.47
1.000 72.92
1.618 72.02
2.618 70.57
4.250 68.21
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 75.10 76.66
PP 75.01 76.05
S1 74.92 75.44

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

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