NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 79.57 79.19 -0.38 -0.5% 85.46
High 80.85 80.33 -0.52 -0.6% 85.46
Low 79.57 79.05 -0.52 -0.7% 79.05
Close 79.57 79.19 -0.38 -0.5% 79.19
Range 1.28 1.28 0.00 0.0% 6.41
ATR 1.24 1.24 0.00 0.3% 0.00
Volume 3,760 5,445 1,685 44.8% 16,886
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 83.36 82.56 79.89
R3 82.08 81.28 79.54
R2 80.80 80.80 79.42
R1 80.00 80.00 79.31 79.83
PP 79.52 79.52 79.52 79.44
S1 78.72 78.72 79.07 78.55
S2 78.24 78.24 78.96
S3 76.96 77.44 78.84
S4 75.68 76.16 78.49
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 100.46 96.24 82.72
R3 94.05 89.83 80.95
R2 87.64 87.64 80.37
R1 83.42 83.42 79.78 82.33
PP 81.23 81.23 81.23 80.69
S1 77.01 77.01 78.60 75.92
S2 74.82 74.82 78.01
S3 68.41 70.60 77.43
S4 62.00 64.19 75.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.46 79.05 6.41 8.1% 0.89 1.1% 2% False True 3,377
10 86.21 79.05 7.16 9.0% 0.73 0.9% 2% False True 2,399
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 -0.02
Fibonacci Retracements and Extensions
4.250 85.77
2.618 83.68
1.618 82.40
1.000 81.61
0.618 81.12
HIGH 80.33
0.618 79.84
0.500 79.69
0.382 79.54
LOW 79.05
0.618 78.26
1.000 77.77
1.618 76.98
2.618 75.70
4.250 73.61
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 79.69 81.25
PP 79.52 80.56
S1 79.36 79.88

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

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