NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 88.64 90.12 1.48 1.7% 85.00
High 90.13 90.46 0.33 0.4% 90.13
Low 88.00 89.25 1.25 1.4% 84.52
Close 89.87 89.98 0.11 0.1% 89.87
Range 2.13 1.21 -0.92 -43.2% 5.61
ATR 2.05 1.99 -0.06 -2.9% 0.00
Volume 62,181 74,316 12,135 19.5% 209,423
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 93.53 92.96 90.65
R3 92.32 91.75 90.31
R2 91.11 91.11 90.20
R1 90.54 90.54 90.09 90.22
PP 89.90 89.90 89.90 89.74
S1 89.33 89.33 89.87 89.01
S2 88.69 88.69 89.76
S3 87.48 88.12 89.65
S4 86.27 86.91 89.31
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 90.46 84.52 5.94 6.6% 2.09 2.3% 92% True False 53,311
10 90.46 81.41 9.05 10.1% 2.12 2.4% 95% True False 41,941
20 90.46 81.41 9.05 10.1% 2.00 2.2% 95% True False 36,934
40 90.46 81.41 9.05 10.1% 1.89 2.1% 95% True False 29,244
60 90.46 78.05 12.41 13.8% 1.82 2.0% 96% True False 26,137
80 90.46 74.29 16.17 18.0% 1.75 1.9% 97% True False 21,764
100 90.46 74.29 16.17 18.0% 1.70 1.9% 97% True False 18,217
120 90.46 74.29 16.17 18.0% 1.64 1.8% 97% True False 15,601
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 0.33
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 95.60
2.618 93.63
1.618 92.42
1.000 91.67
0.618 91.21
HIGH 90.46
0.618 90.00
0.500 89.86
0.382 89.71
LOW 89.25
0.618 88.50
1.000 88.04
1.618 87.29
2.618 86.08
4.250 84.11
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 89.94 89.60
PP 89.90 89.21
S1 89.86 88.83

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

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