NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 90.61 91.07 0.46 0.5% 88.78
High 91.63 91.88 0.25 0.3% 91.63
Low 90.33 90.51 0.18 0.2% 87.73
Close 91.51 91.00 -0.51 -0.6% 91.51
Range 1.30 1.37 0.07 5.4% 3.90
ATR 1.73 1.70 -0.03 -1.5% 0.00
Volume 127,611 145,007 17,396 13.6% 728,503
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 95.24 94.49 91.75
R3 93.87 93.12 91.38
R2 92.50 92.50 91.25
R1 91.75 91.75 91.13 91.44
PP 91.13 91.13 91.13 90.98
S1 90.38 90.38 90.87 90.07
S2 89.76 89.76 90.75
S3 88.39 89.01 90.62
S4 87.02 87.64 90.25
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 101.99 100.65 93.66
R3 98.09 96.75 92.58
R2 94.19 94.19 92.23
R1 92.85 92.85 91.87 93.52
PP 90.29 90.29 90.29 90.63
S1 88.95 88.95 91.15 89.62
S2 86.39 86.39 90.80
S3 82.49 85.05 90.44
S4 78.59 81.15 89.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.88 87.73 4.15 4.6% 1.30 1.4% 79% True False 174,702
10 91.88 87.43 4.45 4.9% 1.46 1.6% 80% True False 165,619
20 91.88 84.09 7.79 8.6% 1.76 1.9% 89% True False 137,928
40 91.88 80.89 10.99 12.1% 1.84 2.0% 92% True False 94,890
60 91.88 80.89 10.99 12.1% 1.89 2.1% 92% True False 73,131
80 91.88 77.34 14.54 16.0% 1.83 2.0% 94% True False 59,629
100 91.88 73.76 18.12 19.9% 1.76 1.9% 95% True False 49,328
120 91.88 73.76 18.12 19.9% 1.68 1.8% 95% True False 41,709
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.48
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.70
2.618 95.47
1.618 94.10
1.000 93.25
0.618 92.73
HIGH 91.88
0.618 91.36
0.500 91.20
0.382 91.03
LOW 90.51
0.618 89.66
1.000 89.14
1.618 88.29
2.618 86.92
4.250 84.69
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 91.20 90.96
PP 91.13 90.91
S1 91.07 90.87

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

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