NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 04-Aug-2010
Day Change Summary
Previous Current
03-Aug-2010 04-Aug-2010 Change Change % Previous Week
Open 85.98 85.90 -0.08 -0.1% 82.34
High 84.87 86.21 1.34 1.6% 82.56
Low 84.87 85.78 0.91 1.1% 80.75
Close 85.98 85.90 -0.08 -0.1% 82.83
Range 0.00 0.43 0.43 1.81
ATR
Volume 1,484 1,876 392 26.4% 4,928
Daily Pivots for day following 04-Aug-2010
Classic Woodie Camarilla DeMark
R4 87.25 87.01 86.14
R3 86.82 86.58 86.02
R2 86.39 86.39 85.98
R1 86.15 86.15 85.94 86.12
PP 85.96 85.96 85.96 85.95
S1 85.72 85.72 85.86 85.69
S2 85.53 85.53 85.82
S3 85.10 85.29 85.78
S4 84.67 84.86 85.66
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 87.48 86.96 83.83
R3 85.67 85.15 83.33
R2 83.86 83.86 83.16
R1 83.34 83.34 83.00 83.60
PP 82.05 82.05 82.05 82.18
S1 81.53 81.53 82.66 81.79
S2 80.24 80.24 82.50
S3 78.43 79.72 82.33
S4 76.62 77.91 81.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.21 80.98 5.23 6.1% 0.27 0.3% 94% True False 1,264
10 86.21 80.75 5.46 6.4% 0.30 0.4% 94% True False 1,148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 -0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.04
2.618 87.34
1.618 86.91
1.000 86.64
0.618 86.48
HIGH 86.21
0.618 86.05
0.500 86.00
0.382 85.94
LOW 85.78
0.618 85.51
1.000 85.35
1.618 85.08
2.618 84.65
4.250 83.95
Fisher Pivots for day following 04-Aug-2010
Pivot 1 day 3 day
R1 86.00 85.67
PP 85.96 85.44
S1 85.93 85.21

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

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