NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 85.44 84.59 -0.85 -1.0% 84.91
High 85.44 85.21 -0.23 -0.3% 86.21
Low 85.20 83.95 -1.25 -1.5% 83.95
Close 85.44 84.59 -0.85 -1.0% 84.59
Range 0.24 1.26 1.02 425.0% 2.26
ATR 0.00 0.98 0.98 0.00
Volume 2,196 911 -1,285 -58.5% 7,109
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 88.36 87.74 85.28
R3 87.10 86.48 84.94
R2 85.84 85.84 84.82
R1 85.22 85.22 84.71 85.22
PP 84.58 84.58 84.58 84.59
S1 83.96 83.96 84.47 83.96
S2 83.32 83.32 84.36
S3 82.06 82.70 84.24
S4 80.80 81.44 83.90
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 91.70 90.40 85.83
R3 89.44 88.14 85.21
R2 87.18 87.18 85.00
R1 85.88 85.88 84.80 85.40
PP 84.92 84.92 84.92 84.68
S1 83.62 83.62 84.38 83.14
S2 82.66 82.66 84.18
S3 80.40 81.36 83.97
S4 78.14 79.10 83.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.21 83.95 2.26 2.7% 0.57 0.7% 28% False True 1,421
10 86.21 80.75 5.46 6.5% 0.42 0.5% 70% False False 1,203
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 -0.20
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 90.57
2.618 88.51
1.618 87.25
1.000 86.47
0.618 85.99
HIGH 85.21
0.618 84.73
0.500 84.58
0.382 84.43
LOW 83.95
0.618 83.17
1.000 82.69
1.618 81.91
2.618 80.65
4.250 78.60
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 84.59 85.08
PP 84.58 84.92
S1 84.58 84.75

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

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