NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 87.94 89.44 1.50 1.7% 83.90
High 89.49 89.76 0.27 0.3% 89.49
Low 87.14 88.56 1.42 1.6% 83.55
Close 89.19 89.38 0.19 0.2% 89.19
Range 2.35 1.20 -1.15 -48.9% 5.94
ATR 2.19 2.12 -0.07 -3.2% 0.00
Volume 334,386 271,146 -63,240 -18.9% 1,588,794
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 92.83 92.31 90.04
R3 91.63 91.11 89.71
R2 90.43 90.43 89.60
R1 89.91 89.91 89.49 89.57
PP 89.23 89.23 89.23 89.07
S1 88.71 88.71 89.27 88.37
S2 88.03 88.03 89.16
S3 86.83 87.51 89.05
S4 85.63 86.31 88.72
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 105.23 103.15 92.46
R3 99.29 97.21 90.82
R2 93.35 93.35 90.28
R1 91.27 91.27 89.73 92.31
PP 87.41 87.41 87.41 87.93
S1 85.33 85.33 88.65 86.37
S2 81.47 81.47 88.10
S3 75.53 79.39 87.56
S4 69.59 73.45 85.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.76 83.55 6.21 6.9% 2.22 2.5% 94% True False 308,866
10 89.76 80.28 9.48 10.6% 2.24 2.5% 96% True False 293,246
20 89.76 80.28 9.48 10.6% 2.16 2.4% 96% True False 244,402
40 89.76 80.28 9.48 10.6% 2.05 2.3% 96% True False 160,531
60 89.76 76.41 13.35 14.9% 1.99 2.2% 97% True False 127,368
80 89.76 73.12 16.64 18.6% 1.94 2.2% 98% True False 101,542
100 89.76 73.12 16.64 18.6% 1.88 2.1% 98% True False 82,845
120 89.76 73.12 16.64 18.6% 1.85 2.1% 98% True False 69,915
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.41
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 94.86
2.618 92.90
1.618 91.70
1.000 90.96
0.618 90.50
HIGH 89.76
0.618 89.30
0.500 89.16
0.382 89.02
LOW 88.56
0.618 87.82
1.000 87.36
1.618 86.62
2.618 85.42
4.250 83.46
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 89.31 88.93
PP 89.23 88.47
S1 89.16 88.02

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

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