NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 87.21 88.30 1.09 1.2% 84.61
High 88.55 89.87 1.32 1.5% 89.87
Low 86.80 87.60 0.80 0.9% 84.09
Close 88.42 89.59 1.17 1.3% 89.59
Range 1.75 2.27 0.52 29.7% 5.78
ATR 2.10 2.11 0.01 0.6% 0.00
Volume 90,418 106,465 16,047 17.7% 367,508
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 95.83 94.98 90.84
R3 93.56 92.71 90.21
R2 91.29 91.29 90.01
R1 90.44 90.44 89.80 90.87
PP 89.02 89.02 89.02 89.23
S1 88.17 88.17 89.38 88.60
S2 86.75 86.75 89.17
S3 84.48 85.90 88.97
S4 82.21 83.63 88.34
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 105.19 103.17 92.77
R3 99.41 97.39 91.18
R2 93.63 93.63 90.65
R1 91.61 91.61 90.12 92.62
PP 87.85 87.85 87.85 88.36
S1 85.83 85.83 89.06 86.84
S2 82.07 82.07 88.53
S3 76.29 80.05 88.00
S4 70.51 74.27 86.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.87 84.09 5.78 6.5% 2.36 2.6% 95% True False 73,501
10 89.87 80.89 8.98 10.0% 2.28 2.5% 97% True False 69,317
20 89.87 80.89 8.98 10.0% 2.08 2.3% 97% True False 61,223
40 89.87 80.89 8.98 10.0% 2.00 2.2% 97% True False 46,052
60 89.87 77.34 12.53 14.0% 1.90 2.1% 98% True False 38,590
80 89.87 73.76 16.11 18.0% 1.84 2.0% 98% True False 31,373
100 89.87 73.76 16.11 18.0% 1.73 1.9% 98% True False 26,020
120 89.87 73.76 16.11 18.0% 1.61 1.8% 98% True False 22,044
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.52
2.618 95.81
1.618 93.54
1.000 92.14
0.618 91.27
HIGH 89.87
0.618 89.00
0.500 88.74
0.382 88.47
LOW 87.60
0.618 86.20
1.000 85.33
1.618 83.93
2.618 81.66
4.250 77.95
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 89.31 88.74
PP 89.02 87.89
S1 88.74 87.04

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

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