NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 17-Dec-2010
Day Change Summary
Previous Current
16-Dec-2010 17-Dec-2010 Change Change % Previous Week
Open 90.68 90.62 -0.06 -0.1% 89.90
High 90.77 91.00 0.23 0.3% 91.06
Low 90.13 89.70 -0.43 -0.5% 89.00
Close 90.24 90.36 0.12 0.1% 90.36
Range 0.64 1.30 0.66 103.1% 2.06
ATR 1.59 1.57 -0.02 -1.3% 0.00
Volume 19,465 23,598 4,133 21.2% 85,104
Daily Pivots for day following 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 94.25 93.61 91.08
R3 92.95 92.31 90.72
R2 91.65 91.65 90.60
R1 91.01 91.01 90.48 90.68
PP 90.35 90.35 90.35 90.19
S1 89.71 89.71 90.24 89.38
S2 89.05 89.05 90.12
S3 87.75 88.41 90.00
S4 86.45 87.11 89.65
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.32 95.40 91.49
R3 94.26 93.34 90.93
R2 92.20 92.20 90.74
R1 91.28 91.28 90.55 91.74
PP 90.14 90.14 90.14 90.37
S1 89.22 89.22 90.17 89.68
S2 88.08 88.08 89.98
S3 86.02 87.16 89.79
S4 83.96 85.10 89.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.06 89.00 2.06 2.3% 1.31 1.4% 66% False False 17,020
10 91.78 88.68 3.10 3.4% 1.42 1.6% 54% False False 18,814
20 91.78 82.22 9.56 10.6% 1.63 1.8% 85% False False 14,277
40 91.78 82.22 9.56 10.6% 1.44 1.6% 85% False False 11,656
60 91.78 79.84 11.94 13.2% 1.39 1.5% 88% False False 9,876
80 91.78 78.15 13.63 15.1% 1.23 1.4% 90% False False 8,553
100 91.78 75.91 15.87 17.6% 1.12 1.2% 91% False False 7,326
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.53
2.618 94.40
1.618 93.10
1.000 92.30
0.618 91.80
HIGH 91.00
0.618 90.50
0.500 90.35
0.382 90.20
LOW 89.70
0.618 88.90
1.000 88.40
1.618 87.60
2.618 86.30
4.250 84.18
Fisher Pivots for day following 17-Dec-2010
Pivot 1 day 3 day
R1 90.36 90.24
PP 90.35 90.13
S1 90.35 90.01

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

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