NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 10-Aug-2010

Day Change Summary
	Previous	Current
	09-Aug-2010	10-Aug-2010	Change	Change %	Previous Week
Open	85.83	84.72	-1.11	-1.3%	85.26
High	85.87	85.89	0.02	0.0%	86.55
Low	85.10	83.52	-1.58	-1.9%	83.42
Close	85.83	84.72	-1.11	-1.3%	84.94
Range	0.77	2.37	1.60	207.8%	3.13
ATR	1.54	1.60	0.06	3.9%	0.00
Volume	10,237	9,202	-1,035	-10.1%	43,310

Daily Pivots for day following 10-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.82	90.64	86.02
R3	89.45	88.27	85.37
R2	87.08	87.08	85.15
R1	85.90	85.90	84.94	85.91
PP	84.71	84.71	84.71	84.71
S1	83.53	83.53	84.50	83.54
S2	82.34	82.34	84.29
S3	79.97	81.16	84.07
S4	77.60	78.79	83.42

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.36	92.78	86.66
R3	91.23	89.65	85.80
R2	88.10	88.10	85.51
R1	86.52	86.52	85.23	85.75
PP	84.97	84.97	84.97	84.58
S1	83.39	83.39	84.65	82.62
S2	81.84	81.84	84.37
S3	78.71	80.26	84.08
S4	75.58	77.13	83.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.55	83.52	3.03	3.6%	1.22	1.4%	40%	False	True	9,390
10	86.55	80.61	5.94	7.0%	1.46	1.7%	69%	False	False	8,105

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	95.96
2.618	92.09
1.618	89.72
1.000	88.26
0.618	87.35
HIGH	85.89
0.618	84.98
0.500	84.71
0.382	84.43
LOW	83.52
0.618	82.06
1.000	81.15
1.618	79.69
2.618	77.32
4.250	73.45

Fisher Pivots for day following 10-Aug-2010
Pivot	1 day	3 day
R1	84.72	84.73
PP	84.71	84.73
S1	84.71	84.72

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