NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 86.93 85.47 -1.46 -1.7% 85.74
High 86.93 86.23 -0.70 -0.8% 87.80
Low 85.72 84.93 -0.79 -0.9% 83.98
Close 86.12 85.74 -0.38 -0.4% 86.23
Range 1.21 1.30 0.09 7.4% 3.82
ATR 1.71 1.68 -0.03 -1.7% 0.00
Volume 16,696 15,554 -1,142 -6.8% 139,547
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 89.53 88.94 86.46
R3 88.23 87.64 86.10
R2 86.93 86.93 85.98
R1 86.34 86.34 85.86 86.64
PP 85.63 85.63 85.63 85.78
S1 85.04 85.04 85.62 85.34
S2 84.33 84.33 85.50
S3 83.03 83.74 85.38
S4 81.73 82.44 85.03
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 97.46 95.67 88.33
R3 93.64 91.85 87.28
R2 89.82 89.82 86.93
R1 88.03 88.03 86.58 88.93
PP 86.00 86.00 86.00 86.45
S1 84.21 84.21 85.88 85.11
S2 82.18 82.18 85.53
S3 78.36 80.39 85.18
S4 74.54 76.57 84.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.80 83.98 3.82 4.5% 1.94 2.3% 46% False False 23,673
10 87.80 80.91 6.89 8.0% 1.78 2.1% 70% False False 24,631
20 87.80 79.39 8.41 9.8% 1.66 1.9% 76% False False 21,467
40 87.80 75.70 12.10 14.1% 1.61 1.9% 83% False False 16,671
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.76
2.618 89.63
1.618 88.33
1.000 87.53
0.618 87.03
HIGH 86.23
0.618 85.73
0.500 85.58
0.382 85.43
LOW 84.93
0.618 84.13
1.000 83.63
1.618 82.83
2.618 81.53
4.250 79.41
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 85.69 85.65
PP 85.63 85.55
S1 85.58 85.46

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

View Archives - Comment on this page... - Back to Index of Symbols