NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 30-Dec-2010
Day Change Summary
Previous Current
29-Dec-2010 30-Dec-2010 Change Change % Previous Week
Open 92.00 91.81 -0.19 -0.2% 89.52
High 92.27 92.32 0.05 0.1% 92.29
Low 91.54 89.90 -1.64 -1.8% 88.56
Close 91.90 90.69 -1.21 -1.3% 92.16
Range 0.73 2.42 1.69 231.5% 3.73
ATR 1.52 1.58 0.06 4.3% 0.00
Volume 29,066 37,772 8,706 30.0% 294,758
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 98.23 96.88 92.02
R3 95.81 94.46 91.36
R2 93.39 93.39 91.13
R1 92.04 92.04 90.91 91.51
PP 90.97 90.97 90.97 90.70
S1 89.62 89.62 90.47 89.09
S2 88.55 88.55 90.25
S3 86.13 87.20 90.02
S4 83.71 84.78 89.36
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 89.90 2.64 2.9% 1.32 1.5% 30% False True 41,307
10 92.54 88.56 3.98 4.4% 1.25 1.4% 54% False False 57,572
20 92.54 87.20 5.34 5.9% 1.51 1.7% 65% False False 62,070
40 92.54 81.41 11.13 12.3% 1.75 1.9% 83% False False 47,034
60 92.54 81.41 11.13 12.3% 1.80 2.0% 83% False False 38,380
80 92.54 78.05 14.49 16.0% 1.74 1.9% 87% False False 33,197
100 92.54 74.29 18.25 20.1% 1.70 1.9% 90% False False 28,127
120 92.54 74.29 18.25 20.1% 1.65 1.8% 90% False False 24,027
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 102.61
2.618 98.66
1.618 96.24
1.000 94.74
0.618 93.82
HIGH 92.32
0.618 91.40
0.500 91.11
0.382 90.82
LOW 89.90
0.618 88.40
1.000 87.48
1.618 85.98
2.618 83.56
4.250 79.62
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 91.11 91.15
PP 90.97 90.99
S1 90.83 90.84

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

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