NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 90.77 91.07 0.30 0.3% 89.68
High 91.35 91.70 0.35 0.4% 91.35
Low 90.04 90.07 0.03 0.0% 89.24
Close 90.65 91.57 0.92 1.0% 90.65
Range 1.31 1.63 0.32 24.4% 2.11
ATR 1.65 1.65 0.00 -0.1% 0.00
Volume 41,579 33,113 -8,466 -20.4% 149,137
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.00 95.42 92.47
R3 94.37 93.79 92.02
R2 92.74 92.74 91.87
R1 92.16 92.16 91.72 92.45
PP 91.11 91.11 91.11 91.26
S1 90.53 90.53 91.42 90.82
S2 89.48 89.48 91.27
S3 87.85 88.90 91.12
S4 86.22 87.27 90.67
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 91.70 89.24 2.46 2.7% 1.26 1.4% 95% True False 32,143
10 91.82 88.86 2.96 3.2% 1.48 1.6% 92% False False 36,086
20 91.82 82.46 9.36 10.2% 1.73 1.9% 97% False False 31,612
40 91.82 82.46 9.36 10.2% 1.64 1.8% 97% False False 25,746
60 91.82 80.00 11.82 12.9% 1.73 1.9% 98% False False 24,564
80 91.82 78.44 13.38 14.6% 1.68 1.8% 98% False False 22,375
100 91.82 75.70 16.12 17.6% 1.65 1.8% 98% False False 19,618
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.63
2.618 95.97
1.618 94.34
1.000 93.33
0.618 92.71
HIGH 91.70
0.618 91.08
0.500 90.89
0.382 90.69
LOW 90.07
0.618 89.06
1.000 88.44
1.618 87.43
2.618 85.80
4.250 83.14
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 91.34 91.34
PP 91.11 91.10
S1 90.89 90.87

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

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