NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 90.98 89.67 -1.31 -1.4% 91.07
High 91.40 92.06 0.66 0.7% 92.06
Low 89.02 89.05 0.03 0.0% 89.02
Close 89.84 91.38 1.54 1.7% 91.38
Range 2.38 3.01 0.63 26.5% 3.04
ATR 1.64 1.74 0.10 6.0% 0.00
Volume 195,836 147,986 -47,850 -24.4% 687,547
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 99.86 98.63 93.04
R3 96.85 95.62 92.21
R2 93.84 93.84 91.93
R1 92.61 92.61 91.66 93.23
PP 90.83 90.83 90.83 91.14
S1 89.60 89.60 91.10 90.22
S2 87.82 87.82 90.83
S3 84.81 86.59 90.55
S4 81.80 83.58 89.72
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 99.94 98.70 93.05
R3 96.90 95.66 92.22
R2 93.86 93.86 91.94
R1 92.62 92.62 91.66 93.24
PP 90.82 90.82 90.82 91.13
S1 89.58 89.58 91.10 90.20
S2 87.78 87.78 90.82
S3 84.74 86.54 90.54
S4 81.70 83.50 89.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.06 89.02 3.04 3.3% 1.68 1.8% 78% True False 137,509
10 92.06 87.71 4.35 4.8% 1.50 1.6% 84% True False 159,340
20 92.06 87.43 4.63 5.1% 1.64 1.8% 85% True False 152,003
40 92.06 80.89 11.17 12.2% 1.85 2.0% 94% True False 105,500
60 92.06 80.89 11.17 12.2% 1.90 2.1% 94% True False 80,092
80 92.06 77.34 14.72 16.1% 1.83 2.0% 95% True False 65,831
100 92.06 73.76 18.30 20.0% 1.79 2.0% 96% True False 54,485
120 92.06 73.76 18.30 20.0% 1.71 1.9% 96% True False 46,145
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 0.40
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 104.85
2.618 99.94
1.618 96.93
1.000 95.07
0.618 93.92
HIGH 92.06
0.618 90.91
0.500 90.56
0.382 90.20
LOW 89.05
0.618 87.19
1.000 86.04
1.618 84.18
2.618 81.17
4.250 76.26
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 91.11 91.10
PP 90.83 90.82
S1 90.56 90.54

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

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