NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 89.19 89.33 0.14 0.2% 85.15
High 89.38 89.78 0.40 0.4% 89.78
Low 88.78 88.94 0.16 0.2% 85.15
Close 89.22 89.60 0.38 0.4% 89.60
Range 0.60 0.84 0.24 40.0% 4.63
ATR 1.44 1.40 -0.04 -3.0% 0.00
Volume 2,982 3,784 802 26.9% 13,087
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 91.96 91.62 90.06
R3 91.12 90.78 89.83
R2 90.28 90.28 89.75
R1 89.94 89.94 89.68 90.11
PP 89.44 89.44 89.44 89.53
S1 89.10 89.10 89.52 89.27
S2 88.60 88.60 89.45
S3 87.76 88.26 89.37
S4 86.92 87.42 89.14
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 102.07 100.46 92.15
R3 97.44 95.83 90.87
R2 92.81 92.81 90.45
R1 91.20 91.20 90.02 92.01
PP 88.18 88.18 88.18 88.58
S1 86.57 86.57 89.18 87.38
S2 83.55 83.55 88.75
S3 78.92 81.94 88.33
S4 74.29 77.31 87.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.78 85.15 4.63 5.2% 0.89 1.0% 96% True False 2,617
10 89.78 84.17 5.61 6.3% 0.75 0.8% 97% True False 2,557
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.35
2.618 91.98
1.618 91.14
1.000 90.62
0.618 90.30
HIGH 89.78
0.618 89.46
0.500 89.36
0.382 89.26
LOW 88.94
0.618 88.42
1.000 88.10
1.618 87.58
2.618 86.74
4.250 85.37
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 89.52 89.15
PP 89.44 88.69
S1 89.36 88.24

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

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