NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 89.46 90.53 1.07 1.2% 85.15
High 90.10 90.53 0.43 0.5% 89.78
Low 89.46 89.92 0.46 0.5% 85.15
Close 90.09 90.12 0.03 0.0% 89.60
Range 0.64 0.61 -0.03 -4.7% 4.63
ATR 1.33 1.28 -0.05 -3.9% 0.00
Volume 4,304 5,301 997 23.2% 13,087
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 92.02 91.68 90.46
R3 91.41 91.07 90.29
R2 90.80 90.80 90.23
R1 90.46 90.46 90.18 90.33
PP 90.19 90.19 90.19 90.12
S1 89.85 89.85 90.06 89.72
S2 89.58 89.58 90.01
S3 88.97 89.24 89.95
S4 88.36 88.63 89.78
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 102.07 100.46 92.15
R3 97.44 95.83 90.87
R2 92.81 92.81 90.45
R1 91.20 91.20 90.02 92.01
PP 88.18 88.18 88.18 88.58
S1 86.57 86.57 89.18 87.38
S2 83.55 83.55 88.75
S3 78.92 81.94 88.33
S4 74.29 77.31 87.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.53 88.59 1.94 2.2% 0.93 1.0% 79% True False 4,415
10 90.53 84.54 5.99 6.6% 0.84 0.9% 93% True False 3,484
20 90.53 83.39 7.14 7.9% 0.98 1.1% 94% True False 3,293
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.16
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 93.12
2.618 92.13
1.618 91.52
1.000 91.14
0.618 90.91
HIGH 90.53
0.618 90.30
0.500 90.23
0.382 90.15
LOW 89.92
0.618 89.54
1.000 89.31
1.618 88.93
2.618 88.32
4.250 87.33
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 90.23 89.93
PP 90.19 89.75
S1 90.16 89.56

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

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