NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 05-Aug-2010

Day Change Summary
	Previous	Current
	04-Aug-2010	05-Aug-2010	Change	Change %	Previous Week
Open	84.67	84.44	-0.23	-0.3%	81.23
High	85.34	84.56	-0.78	-0.9%	81.79
Low	84.32	84.08	-0.24	-0.3%	78.81
Close	84.89	84.44	-0.45	-0.5%	81.55
Range	1.02	0.48	-0.54	-52.9%	2.98
ATR	1.55	1.50	-0.05	-3.4%	0.00
Volume	5,849	6,936	1,087	18.6%	23,706

Daily Pivots for day following 05-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.80	85.60	84.70
R3	85.32	85.12	84.57
R2	84.84	84.84	84.53
R1	84.64	84.64	84.48	84.68
PP	84.36	84.36	84.36	84.38
S1	84.16	84.16	84.40	84.20
S2	83.88	83.88	84.35
S3	83.40	83.68	84.31
S4	82.92	83.20	84.18

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.66	88.58	83.19
R3	86.68	85.60	82.37
R2	83.70	83.70	82.10
R1	82.62	82.62	81.82	83.16
PP	80.72	80.72	80.72	80.99
S1	79.64	79.64	81.28	80.18
S2	77.74	77.74	81.00
S3	74.76	76.66	80.73
S4	71.78	73.68	79.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.34	80.20	5.14	6.1%	1.28	1.5%	82%	False	False	4,732
10	85.34	78.81	6.53	7.7%	1.37	1.6%	86%	False	False	4,812
20	85.34	77.66	7.68	9.1%	1.27	1.5%	88%	False	False	3,801
40	85.34	74.37	10.97	13.0%	1.17	1.4%	92%	False	False	3,130

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.25
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	86.60
2.618	85.82
1.618	85.34
1.000	85.04
0.618	84.86
HIGH	84.56
0.618	84.38
0.500	84.32
0.382	84.26
LOW	84.08
0.618	83.78
1.000	83.60
1.618	83.30
2.618	82.82
4.250	82.04

Fisher Pivots for day following 05-Aug-2010
Pivot	1 day	3 day
R1	84.40	84.43
PP	84.36	84.42
S1	84.32	84.42

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