NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 15-Jul-2010

Day Change Summary
	Previous	Current
	14-Jul-2010	15-Jul-2010	Change	Change %	Previous Week
Open	80.11	79.68	-0.43	-0.5%	76.88
High	81.10	80.00	-1.10	-1.4%	79.71
Low	79.72	78.59	-1.13	-1.4%	75.01
Close	80.11	79.68	-0.43	-0.5%	79.42
Range	1.38	1.41	0.03	2.2%	4.70
ATR	1.62	1.61	-0.01	-0.4%	0.00
Volume	2,758	1,298	-1,460	-52.9%	10,331

Daily Pivots for day following 15-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.65	83.08	80.46
R3	82.24	81.67	80.07
R2	80.83	80.83	79.94
R1	80.26	80.26	79.81	80.39
PP	79.42	79.42	79.42	79.49
S1	78.85	78.85	79.55	78.98
S2	78.01	78.01	79.42
S3	76.60	77.44	79.29
S4	75.19	76.03	78.90

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.15	90.48	82.01
R3	87.45	85.78	80.71
R2	82.75	82.75	80.28
R1	81.08	81.08	79.85	81.92
PP	78.05	78.05	78.05	78.46
S1	76.38	76.38	78.99	77.22
S2	73.35	73.35	78.56
S3	68.65	71.68	78.13
S4	63.95	66.98	76.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.10	78.01	3.09	3.9%	1.11	1.4%	54%	False	False	2,673
10	81.10	74.92	6.18	7.8%	1.43	1.8%	77%	False	False	2,794
20	83.72	74.92	8.80	11.0%	1.36	1.7%	54%	False	False	2,525

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	85.99
2.618	83.69
1.618	82.28
1.000	81.41
0.618	80.87
HIGH	80.00
0.618	79.46
0.500	79.30
0.382	79.13
LOW	78.59
0.618	77.72
1.000	77.18
1.618	76.31
2.618	74.90
4.250	72.60

Fisher Pivots for day following 15-Jul-2010
Pivot	1 day	3 day
R1	79.55	79.85
PP	79.42	79.79
S1	79.30	79.74

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