NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 89.22 89.99 0.77 0.9% 88.42
High 90.10 90.80 0.70 0.8% 90.00
Low 89.06 89.85 0.79 0.9% 87.43
Close 89.82 90.48 0.66 0.7% 88.60
Range 1.04 0.95 -0.09 -8.7% 2.57
ATR 1.82 1.76 -0.06 -3.3% 0.00
Volume 175,413 171,657 -3,756 -2.1% 782,685
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 93.23 92.80 91.00
R3 92.28 91.85 90.74
R2 91.33 91.33 90.65
R1 90.90 90.90 90.57 91.12
PP 90.38 90.38 90.38 90.48
S1 89.95 89.95 90.39 90.17
S2 89.43 89.43 90.31
S3 88.48 89.00 90.22
S4 87.53 88.05 89.96
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 90.80 87.71 3.09 3.4% 1.29 1.4% 90% True False 194,435
10 90.80 87.43 3.37 3.7% 1.54 1.7% 91% True False 170,194
20 91.17 81.60 9.57 10.6% 1.87 2.1% 93% False False 130,506
40 91.17 80.89 10.28 11.4% 1.85 2.0% 93% False False 89,587
60 91.17 78.83 12.34 13.6% 1.91 2.1% 94% False False 69,507
80 91.17 76.61 14.56 16.1% 1.85 2.0% 95% False False 56,599
100 91.17 73.76 17.41 19.2% 1.75 1.9% 96% False False 46,695
120 91.17 73.76 17.41 19.2% 1.68 1.9% 96% False False 39,472
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 94.84
2.618 93.29
1.618 92.34
1.000 91.75
0.618 91.39
HIGH 90.80
0.618 90.44
0.500 90.33
0.382 90.21
LOW 89.85
0.618 89.26
1.000 88.90
1.618 88.31
2.618 87.36
4.250 85.81
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 90.43 90.08
PP 90.38 89.67
S1 90.33 89.27

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

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