NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 88.50 88.78 0.28 0.3% 88.42
High 89.20 89.57 0.37 0.4% 90.00
Low 87.71 87.73 0.02 0.0% 87.43
Close 88.60 89.37 0.77 0.9% 88.60
Range 1.49 1.84 0.35 23.5% 2.57
ATR 1.88 1.88 0.00 -0.2% 0.00
Volume 177,355 253,822 76,467 43.1% 782,685
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 94.41 93.73 90.38
R3 92.57 91.89 89.88
R2 90.73 90.73 89.71
R1 90.05 90.05 89.54 90.39
PP 88.89 88.89 88.89 89.06
S1 88.21 88.21 89.20 88.55
S2 87.05 87.05 89.03
S3 85.21 86.37 88.86
S4 83.37 84.53 88.36
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.39 95.06 90.01
R3 93.82 92.49 89.31
R2 91.25 91.25 89.07
R1 89.92 89.92 88.84 90.59
PP 88.68 88.68 88.68 89.01
S1 87.35 87.35 88.36 88.02
S2 86.11 86.11 88.13
S3 83.54 84.78 87.89
S4 80.97 82.21 87.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.67 87.43 2.24 2.5% 1.58 1.8% 87% False False 183,762
10 91.17 87.43 3.74 4.2% 1.76 2.0% 52% False False 166,087
20 91.17 80.89 10.28 11.5% 1.97 2.2% 82% False False 119,387
40 91.17 80.89 10.28 11.5% 1.87 2.1% 82% False False 81,954
60 91.17 78.14 13.03 14.6% 1.93 2.2% 86% False False 64,493
80 91.17 76.29 14.88 16.6% 1.87 2.1% 88% False False 52,652
100 91.17 73.76 17.41 19.5% 1.77 2.0% 90% False False 43,298
120 91.17 73.76 17.41 19.5% 1.70 1.9% 90% False False 36,620
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.39
2.618 94.39
1.618 92.55
1.000 91.41
0.618 90.71
HIGH 89.57
0.618 88.87
0.500 88.65
0.382 88.43
LOW 87.73
0.618 86.59
1.000 85.89
1.618 84.75
2.618 82.91
4.250 79.91
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 89.13 89.13
PP 88.89 88.88
S1 88.65 88.64

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

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