NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 87.59 88.64 1.05 1.2% 85.00
High 88.88 90.13 1.25 1.4% 90.13
Low 87.20 88.00 0.80 0.9% 84.52
Close 88.75 89.87 1.12 1.3% 89.87
Range 1.68 2.13 0.45 26.8% 5.61
ATR 2.04 2.05 0.01 0.3% 0.00
Volume 52,973 62,181 9,208 17.4% 209,423
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 95.72 94.93 91.04
R3 93.59 92.80 90.46
R2 91.46 91.46 90.26
R1 90.67 90.67 90.07 91.07
PP 89.33 89.33 89.33 89.53
S1 88.54 88.54 89.67 88.94
S2 87.20 87.20 89.48
S3 85.07 86.41 89.28
S4 82.94 84.28 88.70
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 105.00 103.05 92.96
R3 99.39 97.44 91.41
R2 93.78 93.78 90.90
R1 91.83 91.83 90.38 92.81
PP 88.17 88.17 88.17 88.66
S1 86.22 86.22 89.36 87.20
S2 82.56 82.56 88.84
S3 76.95 80.61 88.33
S4 71.34 75.00 86.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.13 84.52 5.61 6.2% 2.28 2.5% 95% True False 41,884
10 90.13 81.41 8.72 9.7% 2.22 2.5% 97% True False 37,867
20 90.13 81.41 8.72 9.7% 2.01 2.2% 97% True False 34,800
40 90.13 81.41 8.72 9.7% 1.92 2.1% 97% True False 27,947
60 90.13 78.05 12.08 13.4% 1.82 2.0% 98% True False 25,054
80 90.13 74.29 15.84 17.6% 1.77 2.0% 98% True False 20,917
100 90.13 74.29 15.84 17.6% 1.70 1.9% 98% True False 17,487
120 90.13 74.29 15.84 17.6% 1.63 1.8% 98% True False 15,000
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.18
2.618 95.71
1.618 93.58
1.000 92.26
0.618 91.45
HIGH 90.13
0.618 89.32
0.500 89.07
0.382 88.81
LOW 88.00
0.618 86.68
1.000 85.87
1.618 84.55
2.618 82.42
4.250 78.95
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 89.60 89.05
PP 89.33 88.22
S1 89.07 87.40

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

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