NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 89.90 89.91 0.01 0.0% 90.45
High 91.06 90.67 -0.39 -0.4% 91.78
Low 89.40 89.75 0.35 0.4% 88.68
Close 90.26 90.17 -0.09 -0.1% 89.42
Range 1.66 0.92 -0.74 -44.6% 3.10
ATR 1.69 1.64 -0.06 -3.3% 0.00
Volume 11,423 17,265 5,842 51.1% 103,039
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 92.96 92.48 90.68
R3 92.04 91.56 90.42
R2 91.12 91.12 90.34
R1 90.64 90.64 90.25 90.88
PP 90.20 90.20 90.20 90.32
S1 89.72 89.72 90.09 89.96
S2 89.28 89.28 90.00
S3 88.36 88.80 89.92
S4 87.44 87.88 89.66
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 99.26 97.44 91.13
R3 96.16 94.34 90.27
R2 93.06 93.06 89.99
R1 91.24 91.24 89.70 90.60
PP 89.96 89.96 89.96 89.64
S1 88.14 88.14 89.14 87.50
S2 86.86 86.86 88.85
S3 83.76 85.04 88.57
S4 80.66 81.94 87.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.06 88.68 2.38 2.6% 1.44 1.6% 63% False False 17,570
10 91.78 86.45 5.33 5.9% 1.53 1.7% 70% False False 17,169
20 91.78 82.22 9.56 10.6% 1.68 1.9% 83% False False 12,922
40 91.78 82.22 9.56 10.6% 1.52 1.7% 83% False False 10,720
60 91.78 79.39 12.39 13.7% 1.38 1.5% 87% False False 9,208
80 91.78 75.91 15.87 17.6% 1.20 1.3% 90% False False 7,942
100 91.78 75.91 15.87 17.6% 1.09 1.2% 90% False False 6,788
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 94.58
2.618 93.08
1.618 92.16
1.000 91.59
0.618 91.24
HIGH 90.67
0.618 90.32
0.500 90.21
0.382 90.10
LOW 89.75
0.618 89.18
1.000 88.83
1.618 88.26
2.618 87.34
4.250 85.84
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 90.21 90.07
PP 90.20 89.97
S1 90.18 89.87

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

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