NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 89.89 89.72 -0.17 -0.2% 90.40
High 90.45 90.73 0.28 0.3% 91.65
Low 89.42 88.58 -0.84 -0.9% 88.43
Close 89.87 90.38 0.51 0.6% 89.17
Range 1.03 2.15 1.12 108.7% 3.22
ATR 1.79 1.82 0.03 1.4% 0.00
Volume 26,616 23,132 -3,484 -13.1% 158,019
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.35 95.51 91.56
R3 94.20 93.36 90.97
R2 92.05 92.05 90.77
R1 91.21 91.21 90.58 91.63
PP 89.90 89.90 89.90 90.11
S1 89.06 89.06 90.18 89.48
S2 87.75 87.75 89.99
S3 85.60 86.91 89.79
S4 83.45 84.76 89.20
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 99.41 97.51 90.94
R3 96.19 94.29 90.06
R2 92.97 92.97 89.76
R1 91.07 91.07 89.47 90.41
PP 89.75 89.75 89.75 89.42
S1 87.85 87.85 88.87 87.19
S2 86.53 86.53 88.58
S3 83.31 84.63 88.28
S4 80.09 81.41 87.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.85 88.43 2.42 2.7% 1.69 1.9% 81% False False 23,734
10 91.65 87.57 4.08 4.5% 1.72 1.9% 69% False False 28,334
20 91.65 81.81 9.84 10.9% 1.91 2.1% 87% False False 20,871
40 91.65 81.81 9.84 10.9% 1.68 1.9% 87% False False 16,580
60 91.65 78.63 13.02 14.4% 1.65 1.8% 90% False False 14,326
80 91.65 74.98 16.67 18.4% 1.56 1.7% 92% False False 12,248
100 91.65 74.98 16.67 18.4% 1.37 1.5% 92% False False 10,323
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 99.87
2.618 96.36
1.618 94.21
1.000 92.88
0.618 92.06
HIGH 90.73
0.618 89.91
0.500 89.66
0.382 89.40
LOW 88.58
0.618 87.25
1.000 86.43
1.618 85.10
2.618 82.95
4.250 79.44
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 90.14 90.16
PP 89.90 89.94
S1 89.66 89.72

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

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