NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 83.51 82.72 -0.79 -0.9% 85.80
High 83.95 83.43 -0.52 -0.6% 86.69
Low 81.74 81.30 -0.44 -0.5% 81.35
Close 82.58 82.33 -0.25 -0.3% 82.58
Range 2.21 2.13 -0.08 -3.6% 5.34
ATR 1.94 1.96 0.01 0.7% 0.00
Volume 76,792 68,210 -8,582 -11.2% 306,743
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 88.74 87.67 83.50
R3 86.61 85.54 82.92
R2 84.48 84.48 82.72
R1 83.41 83.41 82.53 82.88
PP 82.35 82.35 82.35 82.09
S1 81.28 81.28 82.13 80.75
S2 80.22 80.22 81.94
S3 78.09 79.15 81.74
S4 75.96 77.02 81.16
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 99.56 96.41 85.52
R3 94.22 91.07 84.05
R2 88.88 88.88 83.56
R1 85.73 85.73 83.07 84.64
PP 83.54 83.54 83.54 82.99
S1 80.39 80.39 82.09 79.30
S2 78.20 78.20 81.60
S3 72.86 75.05 81.11
S4 67.52 69.71 79.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.72 81.30 4.42 5.4% 2.20 2.7% 23% False True 63,511
10 89.44 81.30 8.14 9.9% 2.04 2.5% 13% False True 58,267
20 89.44 81.30 8.14 9.9% 1.79 2.2% 13% False True 47,059
40 89.44 78.26 11.18 13.6% 1.93 2.3% 36% False False 38,185
60 89.44 76.61 12.83 15.6% 1.83 2.2% 45% False False 31,275
80 89.44 73.76 15.68 19.0% 1.73 2.1% 55% False False 25,074
100 89.44 73.76 15.68 19.0% 1.64 2.0% 55% False False 20,728
120 89.44 73.76 15.68 19.0% 1.55 1.9% 55% False False 17,701
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.48
2.618 89.01
1.618 86.88
1.000 85.56
0.618 84.75
HIGH 83.43
0.618 82.62
0.500 82.37
0.382 82.11
LOW 81.30
0.618 79.98
1.000 79.17
1.618 77.85
2.618 75.72
4.250 72.25
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 82.37 82.63
PP 82.35 82.53
S1 82.34 82.43

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

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