NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 89.99 90.61 0.62 0.7% 88.42
High 90.80 91.63 0.83 0.9% 90.00
Low 89.85 90.33 0.48 0.5% 87.43
Close 90.48 91.51 1.03 1.1% 88.60
Range 0.95 1.30 0.35 36.8% 2.57
ATR 1.76 1.73 -0.03 -1.9% 0.00
Volume 171,657 127,611 -44,046 -25.7% 782,685
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 95.06 94.58 92.23
R3 93.76 93.28 91.87
R2 92.46 92.46 91.75
R1 91.98 91.98 91.63 92.22
PP 91.16 91.16 91.16 91.28
S1 90.68 90.68 91.39 90.92
S2 89.86 89.86 91.27
S3 88.56 89.38 91.15
S4 87.26 88.08 90.80
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 91.63 87.71 3.92 4.3% 1.32 1.4% 97% True False 181,171
10 91.63 87.43 4.20 4.6% 1.51 1.6% 97% True False 166,973
20 91.63 83.34 8.29 9.1% 1.78 1.9% 99% True False 133,561
40 91.63 80.89 10.74 11.7% 1.83 2.0% 99% True False 92,241
60 91.63 80.71 10.92 11.9% 1.90 2.1% 99% True False 71,272
80 91.63 77.15 14.48 15.8% 1.84 2.0% 99% True False 58,037
100 91.63 73.76 17.87 19.5% 1.75 1.9% 99% True False 47,936
120 91.63 73.76 17.87 19.5% 1.68 1.8% 99% True False 40,515
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 0.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.16
2.618 95.03
1.618 93.73
1.000 92.93
0.618 92.43
HIGH 91.63
0.618 91.13
0.500 90.98
0.382 90.83
LOW 90.33
0.618 89.53
1.000 89.03
1.618 88.23
2.618 86.93
4.250 84.81
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 91.33 91.12
PP 91.16 90.73
S1 90.98 90.35

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

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