NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 91.30 91.85 0.55 0.6% 89.52
High 92.29 92.54 0.25 0.3% 92.29
Low 91.01 91.20 0.19 0.2% 88.56
Close 92.16 91.74 -0.42 -0.5% 92.16
Range 1.28 1.34 0.06 4.7% 3.73
ATR 1.66 1.63 -0.02 -1.4% 0.00
Volume 65,420 43,401 -22,019 -33.7% 294,758
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 95.85 95.13 92.48
R3 94.51 93.79 92.11
R2 93.17 93.17 91.99
R1 92.45 92.45 91.86 92.14
PP 91.83 91.83 91.83 91.67
S1 91.11 91.11 91.62 90.80
S2 90.49 90.49 91.49
S3 89.15 89.77 91.37
S4 87.81 88.43 91.00
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 102.19 100.91 94.21
R3 98.46 97.18 93.19
R2 94.73 94.73 92.84
R1 93.45 93.45 92.50 94.09
PP 91.00 91.00 91.00 91.33
S1 89.72 89.72 91.82 90.36
S2 87.27 87.27 91.48
S3 83.54 85.99 91.13
S4 79.81 82.26 90.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.54 88.56 3.98 4.3% 1.23 1.3% 80% True False 67,631
10 92.54 88.07 4.47 4.9% 1.38 1.5% 82% True False 65,244
20 92.54 84.52 8.02 8.7% 1.69 1.8% 90% True False 61,898
40 92.54 81.41 11.13 12.1% 1.77 1.9% 93% True False 46,028
60 92.54 81.41 11.13 12.1% 1.80 2.0% 93% True False 37,887
80 92.54 78.05 14.49 15.8% 1.76 1.9% 94% True False 32,418
100 92.54 74.29 18.25 19.9% 1.70 1.8% 96% True False 27,287
120 92.54 74.29 18.25 19.9% 1.65 1.8% 96% True False 23,268
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 0.45
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.24
2.618 96.05
1.618 94.71
1.000 93.88
0.618 93.37
HIGH 92.54
0.618 92.03
0.500 91.87
0.382 91.71
LOW 91.20
0.618 90.37
1.000 89.86
1.618 89.03
2.618 87.69
4.250 85.51
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 91.87 91.70
PP 91.83 91.65
S1 91.78 91.61

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

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