NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 88.01 89.19 1.18 1.3% 83.59
High 89.36 89.76 0.40 0.4% 88.92
Low 87.63 88.81 1.18 1.3% 83.39
Close 89.05 89.07 0.02 0.0% 88.42
Range 1.73 0.95 -0.78 -45.1% 5.53
ATR 1.77 1.71 -0.06 -3.3% 0.00
Volume 23,917 40,581 16,664 69.7% 131,179
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 92.06 91.52 89.59
R3 91.11 90.57 89.33
R2 90.16 90.16 89.24
R1 89.62 89.62 89.16 89.42
PP 89.21 89.21 89.21 89.11
S1 88.67 88.67 88.98 88.47
S2 88.26 88.26 88.90
S3 87.31 87.72 88.81
S4 86.36 86.77 88.55
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 103.50 101.49 91.46
R3 97.97 95.96 89.94
R2 92.44 92.44 89.43
R1 90.43 90.43 88.93 91.44
PP 86.91 86.91 86.91 87.41
S1 84.90 84.90 87.91 85.91
S2 81.38 81.38 87.41
S3 75.85 79.37 86.90
S4 70.32 73.84 85.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.76 87.09 2.67 3.0% 1.51 1.7% 74% True False 29,773
10 89.76 82.50 7.26 8.2% 1.57 1.8% 90% True False 26,544
20 89.76 81.91 7.85 8.8% 1.81 2.0% 91% True False 23,833
40 89.76 78.05 11.71 13.1% 1.77 2.0% 94% True False 21,572
60 89.76 74.29 15.47 17.4% 1.69 1.9% 96% True False 18,264
80 89.76 74.29 15.47 17.4% 1.62 1.8% 96% True False 14,889
100 89.76 74.29 15.47 17.4% 1.59 1.8% 96% True False 12,419
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 93.80
2.618 92.25
1.618 91.30
1.000 90.71
0.618 90.35
HIGH 89.76
0.618 89.40
0.500 89.29
0.382 89.17
LOW 88.81
0.618 88.22
1.000 87.86
1.618 87.27
2.618 86.32
4.250 84.77
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 89.29 88.86
PP 89.21 88.64
S1 89.14 88.43

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

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