NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 89.03 90.48 1.45 1.6% 86.00
High 90.36 90.75 0.39 0.4% 90.36
Low 88.48 89.55 1.07 1.2% 85.31
Close 90.13 90.18 0.05 0.1% 90.13
Range 1.88 1.20 -0.68 -36.2% 5.05
ATR 1.91 1.86 -0.05 -2.7% 0.00
Volume 44,138 52,468 8,330 18.9% 136,223
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 93.76 93.17 90.84
R3 92.56 91.97 90.51
R2 91.36 91.36 90.40
R1 90.77 90.77 90.29 90.47
PP 90.16 90.16 90.16 90.01
S1 89.57 89.57 90.07 89.27
S2 88.96 88.96 89.96
S3 87.76 88.37 89.85
S4 86.56 87.17 89.52
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 103.75 101.99 92.91
R3 98.70 96.94 91.52
R2 93.65 93.65 91.06
R1 91.89 91.89 90.59 92.77
PP 88.60 88.60 88.60 89.04
S1 86.84 86.84 89.67 87.72
S2 83.55 83.55 89.20
S3 78.50 81.79 88.74
S4 73.45 76.74 87.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.75 85.31 5.44 6.0% 1.89 2.1% 90% True False 34,965
10 90.75 82.46 8.29 9.2% 1.97 2.2% 93% True False 27,139
20 90.75 82.46 8.29 9.2% 1.84 2.0% 93% True False 25,890
40 90.75 82.46 8.29 9.2% 1.76 2.0% 93% True False 21,572
60 90.75 79.39 11.36 12.6% 1.72 1.9% 95% True False 21,738
80 90.75 75.70 15.05 16.7% 1.68 1.9% 96% True False 18,936
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 95.85
2.618 93.89
1.618 92.69
1.000 91.95
0.618 91.49
HIGH 90.75
0.618 90.29
0.500 90.15
0.382 90.01
LOW 89.55
0.618 88.81
1.000 88.35
1.618 87.61
2.618 86.41
4.250 84.45
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 90.17 89.90
PP 90.16 89.62
S1 90.15 89.34

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

View Archives - Comment on this page... - Back to Index of Symbols