NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 88.79 88.77 -0.02 0.0% 89.82
High 89.50 89.67 0.17 0.2% 91.17
Low 88.34 87.43 -0.91 -1.0% 87.62
Close 88.84 89.24 0.40 0.5% 88.31
Range 1.16 2.24 1.08 93.1% 3.55
ATR 1.95 1.97 0.02 1.1% 0.00
Volume 154,225 139,482 -14,743 -9.6% 734,862
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 95.50 94.61 90.47
R3 93.26 92.37 89.86
R2 91.02 91.02 89.65
R1 90.13 90.13 89.45 90.58
PP 88.78 88.78 88.78 89.00
S1 87.89 87.89 89.03 88.34
S2 86.54 86.54 88.83
S3 84.30 85.65 88.62
S4 82.06 83.41 88.01
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 99.68 97.55 90.26
R3 96.13 94.00 89.29
R2 92.58 92.58 88.96
R1 90.45 90.45 88.64 89.74
PP 89.03 89.03 89.03 88.68
S1 86.90 86.90 87.98 86.19
S2 85.48 85.48 87.66
S3 81.93 83.35 87.33
S4 78.38 79.80 86.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.00 87.43 2.57 2.9% 1.79 2.0% 70% False True 145,952
10 91.17 86.80 4.37 4.9% 1.83 2.1% 56% False False 134,314
20 91.17 80.89 10.28 11.5% 2.06 2.3% 81% False False 98,612
40 91.17 80.89 10.28 11.5% 1.92 2.1% 81% False False 69,216
60 91.17 77.34 13.83 15.5% 1.94 2.2% 86% False False 55,292
80 91.17 73.76 17.41 19.5% 1.86 2.1% 89% False False 45,082
100 91.17 73.76 17.41 19.5% 1.78 2.0% 89% False False 37,213
120 91.17 73.76 17.41 19.5% 1.67 1.9% 89% False False 31,465
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 99.19
2.618 95.53
1.618 93.29
1.000 91.91
0.618 91.05
HIGH 89.67
0.618 88.81
0.500 88.55
0.382 88.29
LOW 87.43
0.618 86.05
1.000 85.19
1.618 83.81
2.618 81.57
4.250 77.91
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 89.01 89.07
PP 88.78 88.89
S1 88.55 88.72

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

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