NYMEX Light Sweet Crude Oil Future April 2011

Trading Metrics calculated at close of trading on 26-Aug-2010

Day Change Summary
	Previous	Current
	25-Aug-2010	26-Aug-2010	Change	Change %	Previous Week
Open	76.55	77.86	1.31	1.7%	79.25
High	75.70	78.00	2.30	3.0%	80.46
Low	74.98	77.70	2.72	3.6%	77.24
Close	76.55	77.86	1.31	1.7%	77.42
Range	0.72	0.30	-0.42	-58.3%	3.22
ATR	1.12	1.14	0.02	2.1%	0.00
Volume	4,239	2,252	-1,987	-46.9%	13,113

Daily Pivots for day following 26-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	78.75	78.61	78.03
R3	78.45	78.31	77.94
R2	78.15	78.15	77.92
R1	78.01	78.01	77.89	78.01
PP	77.85	77.85	77.85	77.86
S1	77.71	77.71	77.83	77.71
S2	77.55	77.55	77.81
S3	77.25	77.41	77.78
S4	76.95	77.11	77.70

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.03	85.95	79.19
R3	84.81	82.73	78.31
R2	81.59	81.59	78.01
R1	79.51	79.51	77.72	78.94
PP	78.37	78.37	78.37	78.09
S1	76.29	76.29	77.12	75.72
S2	75.15	75.15	76.83
S3	71.93	73.07	76.53
S4	68.71	69.85	75.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.00	74.98	3.02	3.9%	0.43	0.5%	95%	True	False	2,500
10	80.46	74.98	5.48	7.0%	0.81	1.0%	53%	False	False	3,258
20	85.70	74.98	10.72	13.8%	0.64	0.8%	27%	False	False	2,855

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	0.03
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	79.28
2.618	78.79
1.618	78.49
1.000	78.30
0.618	78.19
HIGH	78.00
0.618	77.89
0.500	77.85
0.382	77.81
LOW	77.70
0.618	77.51
1.000	77.40
1.618	77.21
2.618	76.91
4.250	76.43

Fisher Pivots for day following 26-Aug-2010
Pivot	1 day	3 day
R1	77.86	77.40
PP	77.85	76.95
S1	77.85	76.49

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