NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 30-Dec-2010
Day Change Summary
Previous Current
29-Dec-2010 30-Dec-2010 Change Change % Previous Week
Open 91.27 90.98 -0.29 -0.3% 88.78
High 91.53 91.40 -0.13 -0.1% 91.63
Low 90.80 89.02 -1.78 -2.0% 87.73
Close 91.12 89.84 -1.28 -1.4% 91.51
Range 0.73 2.38 1.65 226.0% 3.90
ATR 1.58 1.64 0.06 3.6% 0.00
Volume 107,575 195,836 88,261 82.0% 728,503
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 97.23 95.91 91.15
R3 94.85 93.53 90.49
R2 92.47 92.47 90.28
R1 91.15 91.15 90.06 90.62
PP 90.09 90.09 90.09 89.82
S1 88.77 88.77 89.62 88.24
S2 87.71 87.71 89.40
S3 85.33 86.39 89.19
S4 82.95 84.01 88.53
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 89.02 2.86 3.2% 1.34 1.5% 29% False True 133,434
10 91.88 87.71 4.17 4.6% 1.32 1.5% 51% False False 163,934
20 91.88 86.80 5.08 5.7% 1.58 1.8% 60% False False 149,124
40 91.88 80.89 10.99 12.2% 1.81 2.0% 81% False False 102,617
60 91.88 80.89 10.99 12.2% 1.87 2.1% 81% False False 78,345
80 91.88 77.34 14.54 16.2% 1.81 2.0% 86% False False 64,174
100 91.88 73.76 18.12 20.2% 1.77 2.0% 89% False False 53,091
120 91.88 73.76 18.12 20.2% 1.70 1.9% 89% False False 44,937
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 101.52
2.618 97.63
1.618 95.25
1.000 93.78
0.618 92.87
HIGH 91.40
0.618 90.49
0.500 90.21
0.382 89.93
LOW 89.02
0.618 87.55
1.000 86.64
1.618 85.17
2.618 82.79
4.250 78.91
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 90.21 90.35
PP 90.09 90.18
S1 89.96 90.01

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

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