NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 90.12 89.68 -0.44 -0.5% 90.48
High 90.51 91.25 0.74 0.8% 91.82
Low 88.86 89.56 0.70 0.8% 88.86
Close 89.59 90.42 0.83 0.9% 89.59
Range 1.65 1.69 0.04 2.4% 2.96
ATR 1.82 1.81 -0.01 -0.5% 0.00
Volume 30,859 21,532 -9,327 -30.2% 231,080
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 95.48 94.64 91.35
R3 93.79 92.95 90.88
R2 92.10 92.10 90.73
R1 91.26 91.26 90.57 91.68
PP 90.41 90.41 90.41 90.62
S1 89.57 89.57 90.27 89.99
S2 88.72 88.72 90.11
S3 87.03 87.88 89.96
S4 85.34 86.19 89.49
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 98.97 97.24 91.22
R3 96.01 94.28 90.40
R2 93.05 93.05 90.13
R1 91.32 91.32 89.86 90.71
PP 90.09 90.09 90.09 89.78
S1 88.36 88.36 89.32 87.75
S2 87.13 87.13 89.05
S3 84.17 85.40 88.78
S4 81.21 82.44 87.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.82 88.86 2.96 3.3% 1.70 1.9% 53% False False 40,028
10 91.82 85.31 6.51 7.2% 1.80 2.0% 78% False False 37,497
20 91.82 82.46 9.36 10.4% 1.87 2.1% 85% False False 29,467
40 91.82 82.46 9.36 10.4% 1.78 2.0% 85% False False 24,281
60 91.82 79.39 12.43 13.7% 1.76 1.9% 89% False False 23,403
80 91.82 75.70 16.12 17.8% 1.70 1.9% 91% False False 20,869
100 91.82 75.70 16.12 17.8% 1.67 1.8% 91% False False 18,289
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.23
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.43
2.618 95.67
1.618 93.98
1.000 92.94
0.618 92.29
HIGH 91.25
0.618 90.60
0.500 90.41
0.382 90.21
LOW 89.56
0.618 88.52
1.000 87.87
1.618 86.83
2.618 85.14
4.250 82.38
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 90.42 90.30
PP 90.41 90.18
S1 90.41 90.06

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

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