NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 10-Dec-2010
Day Change Summary
Previous Current
09-Dec-2010 10-Dec-2010 Change Change % Previous Week
Open 89.55 89.42 -0.13 -0.1% 90.12
High 90.28 89.89 -0.39 -0.4% 91.47
Low 88.65 88.11 -0.54 -0.6% 88.11
Close 89.34 88.79 -0.55 -0.6% 88.79
Range 1.63 1.78 0.15 9.2% 3.36
ATR 1.96 1.95 -0.01 -0.7% 0.00
Volume 67,006 73,045 6,039 9.0% 376,098
Daily Pivots for day following 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 94.27 93.31 89.77
R3 92.49 91.53 89.28
R2 90.71 90.71 89.12
R1 89.75 89.75 88.95 89.34
PP 88.93 88.93 88.93 88.73
S1 87.97 87.97 88.63 87.56
S2 87.15 87.15 88.46
S3 85.37 86.19 88.30
S4 83.59 84.41 87.81
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 99.54 97.52 90.64
R3 96.18 94.16 89.71
R2 92.82 92.82 89.41
R1 90.80 90.80 89.10 90.13
PP 89.46 89.46 89.46 89.12
S1 87.44 87.44 88.48 86.77
S2 86.10 86.10 88.17
S3 82.74 84.08 87.87
S4 79.38 80.72 86.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.47 88.11 3.36 3.8% 1.72 1.9% 20% False True 75,219
10 91.47 84.52 6.95 7.8% 2.00 2.3% 61% False False 58,552
20 91.47 81.41 10.06 11.3% 2.06 2.3% 73% False False 46,162
40 91.47 81.41 10.06 11.3% 1.94 2.2% 73% False False 34,997
60 91.47 78.05 13.42 15.1% 1.87 2.1% 80% False False 29,768
80 91.47 74.29 17.18 19.3% 1.79 2.0% 84% False False 25,238
100 91.47 74.29 17.18 19.3% 1.71 1.9% 84% False False 21,144
120 91.47 74.29 17.18 19.3% 1.67 1.9% 84% False False 18,043
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.46
2.618 94.55
1.618 92.77
1.000 91.67
0.618 90.99
HIGH 89.89
0.618 89.21
0.500 89.00
0.382 88.79
LOW 88.11
0.618 87.01
1.000 86.33
1.618 85.23
2.618 83.45
4.250 80.55
Fisher Pivots for day following 10-Dec-2010
Pivot 1 day 3 day
R1 89.00 89.20
PP 88.93 89.06
S1 88.86 88.93

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

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