NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 88.75 89.33 0.58 0.7% 90.12
High 90.49 90.03 -0.46 -0.5% 91.47
Low 88.47 88.95 0.48 0.5% 88.11
Close 89.63 89.43 -0.20 -0.2% 88.79
Range 2.02 1.08 -0.94 -46.5% 3.36
ATR 1.95 1.89 -0.06 -3.2% 0.00
Volume 51,658 63,315 11,657 22.6% 376,098
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 92.71 92.15 90.02
R3 91.63 91.07 89.73
R2 90.55 90.55 89.63
R1 89.99 89.99 89.53 90.27
PP 89.47 89.47 89.47 89.61
S1 88.91 88.91 89.33 89.19
S2 88.39 88.39 89.23
S3 87.31 87.83 89.13
S4 86.23 86.75 88.84
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 90.49 88.11 2.38 2.7% 1.62 1.8% 55% False False 70,515
10 91.47 84.67 6.80 7.6% 1.86 2.1% 70% False False 64,502
20 91.47 81.41 10.06 11.2% 2.01 2.2% 80% False False 48,368
40 91.47 81.41 10.06 11.2% 1.89 2.1% 80% False False 36,937
60 91.47 78.05 13.42 15.0% 1.85 2.1% 85% False False 31,190
80 91.47 74.29 17.18 19.2% 1.79 2.0% 88% False False 26,545
100 91.47 74.29 17.18 19.2% 1.71 1.9% 88% False False 22,223
120 91.47 74.29 17.18 19.2% 1.67 1.9% 88% False False 18,966
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 94.62
2.618 92.86
1.618 91.78
1.000 91.11
0.618 90.70
HIGH 90.03
0.618 89.62
0.500 89.49
0.382 89.36
LOW 88.95
0.618 88.28
1.000 87.87
1.618 87.20
2.618 86.12
4.250 84.36
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 89.49 89.39
PP 89.47 89.34
S1 89.45 89.30

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

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