NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 90.21 89.46 -0.75 -0.8% 85.15
High 90.21 90.10 -0.11 -0.1% 89.78
Low 88.59 89.46 0.87 1.0% 85.15
Close 89.61 90.09 0.48 0.5% 89.60
Range 1.62 0.64 -0.98 -60.5% 4.63
ATR 1.38 1.33 -0.05 -3.8% 0.00
Volume 4,905 4,304 -601 -12.3% 13,087
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 91.80 91.59 90.44
R3 91.16 90.95 90.27
R2 90.52 90.52 90.21
R1 90.31 90.31 90.15 90.42
PP 89.88 89.88 89.88 89.94
S1 89.67 89.67 90.03 89.78
S2 89.24 89.24 89.97
S3 88.60 89.03 89.91
S4 87.96 88.39 89.74
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 90.21 88.59 1.62 1.8% 0.93 1.0% 93% False False 3,951
10 90.21 84.54 5.67 6.3% 0.80 0.9% 98% False False 3,121
20 90.21 83.39 6.82 7.6% 1.02 1.1% 98% False False 3,169
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 92.82
2.618 91.78
1.618 91.14
1.000 90.74
0.618 90.50
HIGH 90.10
0.618 89.86
0.500 89.78
0.382 89.70
LOW 89.46
0.618 89.06
1.000 88.82
1.618 88.42
2.618 87.78
4.250 86.74
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 89.99 89.86
PP 89.88 89.63
S1 89.78 89.40

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

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