NYMEX Light Sweet Crude Oil Future February 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 88.30 89.82 1.52 1.7% 84.61
High 89.87 90.15 0.28 0.3% 89.87
Low 87.60 88.96 1.36 1.6% 84.09
Close 89.59 89.74 0.15 0.2% 89.59
Range 2.27 1.19 -1.08 -47.6% 5.78
ATR 2.11 2.05 -0.07 -3.1% 0.00
Volume 106,465 110,497 4,032 3.8% 367,508
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 93.19 92.65 90.39
R3 92.00 91.46 90.07
R2 90.81 90.81 89.96
R1 90.27 90.27 89.85 89.95
PP 89.62 89.62 89.62 89.45
S1 89.08 89.08 89.63 88.76
S2 88.43 88.43 89.52
S3 87.24 87.89 89.41
S4 86.05 86.70 89.09
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 90.15 84.09 6.06 6.8% 2.15 2.4% 93% True False 88,959
10 90.15 80.89 9.26 10.3% 2.18 2.4% 96% True False 72,687
20 90.15 80.89 9.26 10.3% 2.07 2.3% 96% True False 64,407
40 90.15 80.89 9.26 10.3% 1.97 2.2% 96% True False 48,025
60 90.15 77.34 12.81 14.3% 1.90 2.1% 97% True False 40,260
80 90.15 73.76 16.39 18.3% 1.82 2.0% 97% True False 32,686
100 90.15 73.76 16.39 18.3% 1.73 1.9% 97% True False 27,104
120 90.15 73.76 16.39 18.3% 1.61 1.8% 97% True False 22,946
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 0.36
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 95.21
2.618 93.27
1.618 92.08
1.000 91.34
0.618 90.89
HIGH 90.15
0.618 89.70
0.500 89.56
0.382 89.41
LOW 88.96
0.618 88.22
1.000 87.77
1.618 87.03
2.618 85.84
4.250 83.90
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 89.68 89.32
PP 89.62 88.90
S1 89.56 88.48

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

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