NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 89.42 88.75 -0.67 -0.7% 90.12
High 89.89 90.49 0.60 0.7% 91.47
Low 88.11 88.47 0.36 0.4% 88.11
Close 88.79 89.63 0.84 0.9% 88.79
Range 1.78 2.02 0.24 13.5% 3.36
ATR 1.95 1.95 0.01 0.3% 0.00
Volume 73,045 51,658 -21,387 -29.3% 376,098
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 95.59 94.63 90.74
R3 93.57 92.61 90.19
R2 91.55 91.55 90.00
R1 90.59 90.59 89.82 91.07
PP 89.53 89.53 89.53 89.77
S1 88.57 88.57 89.44 89.05
S2 87.51 87.51 89.26
S3 85.49 86.55 89.07
S4 83.47 84.53 88.52
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 3.7% 1.88 2.1% 45% False False 70,688
10 91.47 84.52 6.95 7.8% 1.98 2.2% 74% False False 61,999
20 91.47 81.41 10.06 11.2% 2.01 2.2% 82% False False 46,758
40 91.47 81.41 10.06 11.2% 1.93 2.2% 82% False False 35,818
60 91.47 78.05 13.42 15.0% 1.87 2.1% 86% False False 30,376
80 91.47 74.29 17.18 19.2% 1.79 2.0% 89% False False 25,825
100 91.47 74.29 17.18 19.2% 1.71 1.9% 89% False False 21,631
120 91.47 74.29 17.18 19.2% 1.67 1.9% 89% False False 18,458
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.43
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.08
2.618 95.78
1.618 93.76
1.000 92.51
0.618 91.74
HIGH 90.49
0.618 89.72
0.500 89.48
0.382 89.24
LOW 88.47
0.618 87.22
1.000 86.45
1.618 85.20
2.618 83.18
4.250 79.89
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 89.58 89.52
PP 89.53 89.41
S1 89.48 89.30

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

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