NYMEX Light Sweet Crude Oil Future June 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 90.60 90.77 0.17 0.2% 89.68
High 91.01 91.35 0.34 0.4% 91.35
Low 90.34 90.04 -0.30 -0.3% 89.24
Close 90.56 90.65 0.09 0.1% 90.65
Range 0.67 1.31 0.64 95.5% 2.11
ATR 1.67 1.65 -0.03 -1.5% 0.00
Volume 28,308 41,579 13,271 46.9% 149,137
Daily Pivots for day following 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 94.61 93.94 91.37
R3 93.30 92.63 91.01
R2 91.99 91.99 90.89
R1 91.32 91.32 90.77 91.00
PP 90.68 90.68 90.68 90.52
S1 90.01 90.01 90.53 89.69
S2 89.37 89.37 90.41
S3 88.06 88.70 90.29
S4 86.75 87.39 89.93
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.74 95.81 91.81
R3 94.63 93.70 91.23
R2 92.52 92.52 91.04
R1 91.59 91.59 90.84 92.06
PP 90.41 90.41 90.41 90.65
S1 89.48 89.48 90.46 89.95
S2 88.30 88.30 90.26
S3 86.19 87.37 90.07
S4 84.08 85.26 89.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.35 89.24 2.11 2.3% 1.28 1.4% 67% True False 29,827
10 91.82 88.86 2.96 3.3% 1.44 1.6% 60% False False 38,021
20 91.82 82.46 9.36 10.3% 1.75 1.9% 88% False False 30,981
40 91.82 82.46 9.36 10.3% 1.63 1.8% 88% False False 25,317
60 91.82 80.00 11.82 13.0% 1.73 1.9% 90% False False 24,381
80 91.82 77.46 14.36 15.8% 1.68 1.9% 92% False False 22,085
100 91.82 75.70 16.12 17.8% 1.66 1.8% 93% False False 19,358
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.92
2.618 94.78
1.618 93.47
1.000 92.66
0.618 92.16
HIGH 91.35
0.618 90.85
0.500 90.70
0.382 90.54
LOW 90.04
0.618 89.23
1.000 88.73
1.618 87.92
2.618 86.61
4.250 84.47
Fisher Pivots for day following 17-Dec-2010
Pivot 1 day 3 day
R1 90.70 90.53
PP 90.68 90.41
S1 90.67 90.30

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

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