NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 89.52 90.05 0.53 0.6% 88.75
High 90.34 90.74 0.40 0.4% 90.49
Low 88.56 89.85 1.29 1.5% 88.07
Close 90.16 90.64 0.48 0.5% 89.37
Range 1.78 0.89 -0.89 -50.0% 2.42
ATR 1.81 1.74 -0.07 -3.6% 0.00
Volume 72,858 96,954 24,096 33.1% 314,282
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 93.08 92.75 91.13
R3 92.19 91.86 90.88
R2 91.30 91.30 90.80
R1 90.97 90.97 90.72 91.14
PP 90.41 90.41 90.41 90.49
S1 90.08 90.08 90.56 90.25
S2 89.52 89.52 90.48
S3 88.63 89.19 90.40
S4 87.74 88.30 90.15
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 90.74 88.07 2.67 2.9% 1.44 1.6% 96% True False 73,824
10 90.74 88.07 2.67 2.9% 1.53 1.7% 96% True False 72,170
20 91.47 81.41 10.06 11.1% 1.84 2.0% 92% False False 58,382
40 91.47 81.41 10.06 11.1% 1.78 2.0% 92% False False 43,297
60 91.47 78.97 12.50 13.8% 1.84 2.0% 93% False False 35,975
80 91.47 77.26 14.21 15.7% 1.78 2.0% 94% False False 30,739
100 91.47 74.29 17.18 19.0% 1.70 1.9% 95% False False 25,734
120 91.47 74.29 17.18 19.0% 1.66 1.8% 95% False False 21,943
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.52
2.618 93.07
1.618 92.18
1.000 91.63
0.618 91.29
HIGH 90.74
0.618 90.40
0.500 90.30
0.382 90.19
LOW 89.85
0.618 89.30
1.000 88.96
1.618 88.41
2.618 87.52
4.250 86.07
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 90.53 90.31
PP 90.41 89.98
S1 90.30 89.65

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

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