NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 82.43 84.54 2.11 2.6% 81.98
High 82.43 84.58 2.15 2.6% 82.43
Low 82.43 83.84 1.41 1.7% 80.25
Close 82.43 84.54 2.11 2.6% 82.43
Range 0.00 0.74 0.74 2.18
ATR
Volume 1,416 889 -527 -37.2% 6,828
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 86.54 86.28 84.95
R3 85.80 85.54 84.74
R2 85.06 85.06 84.68
R1 84.80 84.80 84.61 84.91
PP 84.32 84.32 84.32 84.38
S1 84.06 84.06 84.47 84.17
S2 83.58 83.58 84.40
S3 82.84 83.32 84.34
S4 82.10 82.58 84.13
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 88.24 87.52 83.63
R3 86.06 85.34 83.03
R2 83.88 83.88 82.83
R1 83.16 83.16 82.63 83.52
PP 81.70 81.70 81.70 81.89
S1 80.98 80.98 82.23 81.34
S2 79.52 79.52 82.03
S3 77.34 78.80 81.83
S4 75.16 76.62 81.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.58 80.25 4.33 5.1% 0.38 0.5% 99% True False 1,200
10 84.58 79.37 5.21 6.2% 0.54 0.6% 99% True False 1,589
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 0.03
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 87.73
2.618 86.52
1.618 85.78
1.000 85.32
0.618 85.04
HIGH 84.58
0.618 84.30
0.500 84.21
0.382 84.12
LOW 83.84
0.618 83.38
1.000 83.10
1.618 82.64
2.618 81.90
4.250 80.70
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 84.43 84.06
PP 84.32 83.58
S1 84.21 83.10

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

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