NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 17-Dec-2010
Day Change Summary
Previous Current
16-Dec-2010 17-Dec-2010 Change Change % Previous Week
Open 89.69 89.51 -0.18 -0.2% 88.75
High 90.00 90.01 0.01 0.0% 90.49
Low 89.14 88.57 -0.57 -0.6% 88.07
Close 89.18 89.37 0.19 0.2% 89.37
Range 0.86 1.44 0.58 67.4% 2.42
ATR 1.84 1.81 -0.03 -1.6% 0.00
Volume 66,584 73,267 6,683 10.0% 314,282
Daily Pivots for day following 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 93.64 92.94 90.16
R3 92.20 91.50 89.77
R2 90.76 90.76 89.63
R1 90.06 90.06 89.50 89.69
PP 89.32 89.32 89.32 89.13
S1 88.62 88.62 89.24 88.25
S2 87.88 87.88 89.11
S3 86.44 87.18 88.97
S4 85.00 85.74 88.58
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.57 95.39 90.70
R3 94.15 92.97 90.04
R2 91.73 91.73 89.81
R1 90.55 90.55 89.59 91.14
PP 89.31 89.31 89.31 89.61
S1 88.13 88.13 89.15 88.72
S2 86.89 86.89 88.93
S3 84.47 85.71 88.70
S4 82.05 83.29 88.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.49 88.07 2.42 2.7% 1.53 1.7% 54% False False 62,856
10 91.47 88.07 3.40 3.8% 1.62 1.8% 38% False False 69,038
20 91.47 81.41 10.06 11.3% 1.92 2.2% 79% False False 53,452
40 91.47 81.41 10.06 11.3% 1.79 2.0% 79% False False 40,013
60 91.47 78.76 12.71 14.2% 1.85 2.1% 83% False False 33,814
80 91.47 76.76 14.71 16.5% 1.79 2.0% 86% False False 28,856
100 91.47 74.29 17.18 19.2% 1.71 1.9% 88% False False 24,128
120 91.47 74.29 17.18 19.2% 1.67 1.9% 88% False False 20,570
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.13
2.618 93.78
1.618 92.34
1.000 91.45
0.618 90.90
HIGH 90.01
0.618 89.46
0.500 89.29
0.382 89.12
LOW 88.57
0.618 87.68
1.000 87.13
1.618 86.24
2.618 84.80
4.250 82.45
Fisher Pivots for day following 17-Dec-2010
Pivot 1 day 3 day
R1 89.34 89.31
PP 89.32 89.25
S1 89.29 89.19

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

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