NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 27-Aug-2010

Day Change Summary
	Previous	Current
	26-Aug-2010	27-Aug-2010	Change	Change %	Previous Week
Open	77.48	80.78	3.30	4.3%	77.66
High	79.27	80.99	1.72	2.2%	80.99
Low	77.46	78.44	0.98	1.3%	75.70
Close	78.79	80.78	1.99	2.5%	80.78
Range	1.81	2.55	0.74	40.9%	5.29
ATR	1.63	1.70	0.07	4.0%	0.00
Volume	9,938	15,116	5,178	52.1%	47,079

Daily Pivots for day following 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.72	86.80	82.18
R3	85.17	84.25	81.48
R2	82.62	82.62	81.25
R1	81.70	81.70	81.01	82.06
PP	80.07	80.07	80.07	80.25
S1	79.15	79.15	80.55	79.51
S2	77.52	77.52	80.31
S3	74.97	76.60	80.08
S4	72.42	74.05	79.38

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	95.03	93.19	83.69
R3	89.74	87.90	82.23
R2	84.45	84.45	81.75
R1	82.61	82.61	81.26	83.53
PP	79.16	79.16	79.16	79.62
S1	77.32	77.32	80.30	78.24
S2	73.87	73.87	79.81
S3	68.58	72.03	79.33
S4	63.29	66.74	77.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.99	75.70	5.29	6.5%	1.77	2.2%	96%	True	False	9,415
10	81.45	75.70	5.75	7.1%	1.57	1.9%	88%	False	False	8,837
20	86.55	75.70	10.85	13.4%	1.57	1.9%	47%	False	False	9,042

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	0.15
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	91.83
2.618	87.67
1.618	85.12
1.000	83.54
0.618	82.57
HIGH	80.99
0.618	80.02
0.500	79.72
0.382	79.41
LOW	78.44
0.618	76.86
1.000	75.89
1.618	74.31
2.618	71.76
4.250	67.60

Fisher Pivots for day following 27-Aug-2010
Pivot	1 day	3 day
R1	80.43	79.97
PP	80.07	79.16
S1	79.72	78.35

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