NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 90.00 90.28 0.28 0.3% 88.88
High 90.62 90.94 0.32 0.4% 90.85
Low 89.22 89.25 0.03 0.0% 88.58
Close 89.95 90.80 0.85 0.9% 89.95
Range 1.40 1.69 0.29 20.7% 2.27
ATR 1.71 1.71 0.00 -0.1% 0.00
Volume 36,181 41,885 5,704 15.8% 136,206
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 95.40 94.79 91.73
R3 93.71 93.10 91.26
R2 92.02 92.02 91.11
R1 91.41 91.41 90.95 91.72
PP 90.33 90.33 90.33 90.48
S1 89.72 89.72 90.65 90.03
S2 88.64 88.64 90.49
S3 86.95 88.03 90.34
S4 85.26 86.34 89.87
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.60 95.55 91.20
R3 94.33 93.28 90.57
R2 92.06 92.06 90.37
R1 91.01 91.01 90.16 91.54
PP 89.79 89.79 89.79 90.06
S1 88.74 88.74 89.74 89.27
S2 87.52 87.52 89.53
S3 85.25 86.47 89.33
S4 82.98 84.20 88.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.94 88.58 2.36 2.6% 1.39 1.5% 94% True False 32,144
10 91.65 88.43 3.22 3.5% 1.60 1.8% 74% False False 29,984
20 91.65 81.81 9.84 10.8% 1.82 2.0% 91% False False 24,317
40 91.65 81.81 9.84 10.8% 1.65 1.8% 91% False False 18,556
60 91.65 79.25 12.40 13.7% 1.64 1.8% 93% False False 15,786
80 91.65 77.94 13.71 15.1% 1.59 1.8% 94% False False 13,531
100 91.65 74.98 16.67 18.4% 1.40 1.5% 95% False False 11,396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.12
2.618 95.36
1.618 93.67
1.000 92.63
0.618 91.98
HIGH 90.94
0.618 90.29
0.500 90.10
0.382 89.90
LOW 89.25
0.618 88.21
1.000 87.56
1.618 86.52
2.618 84.83
4.250 82.07
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 90.57 90.56
PP 90.33 90.32
S1 90.10 90.08

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

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