NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 86.78 88.41 1.63 1.9% 84.32
High 88.63 89.45 0.82 0.9% 86.38
Low 86.78 88.27 1.49 1.7% 83.16
Close 88.52 89.36 0.84 0.9% 86.03
Range 1.85 1.18 -0.67 -36.2% 3.22
ATR 1.60 1.57 -0.03 -1.9% 0.00
Volume 3,276 4,677 1,401 42.8% 14,432
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 92.57 92.14 90.01
R3 91.39 90.96 89.68
R2 90.21 90.21 89.58
R1 89.78 89.78 89.47 90.00
PP 89.03 89.03 89.03 89.13
S1 88.60 88.60 89.25 88.82
S2 87.85 87.85 89.14
S3 86.67 87.42 89.04
S4 85.49 86.24 88.71
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 94.85 93.66 87.80
R3 91.63 90.44 86.92
R2 88.41 88.41 86.62
R1 87.22 87.22 86.33 87.82
PP 85.19 85.19 85.19 85.49
S1 84.00 84.00 85.73 84.60
S2 81.97 81.97 85.44
S3 78.75 80.78 85.14
S4 75.53 77.56 84.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.45 85.21 4.24 4.7% 1.45 1.6% 98% True False 3,455
10 89.45 83.16 6.29 7.0% 1.36 1.5% 99% True False 3,611
20 90.53 83.16 7.37 8.2% 1.26 1.4% 84% False False 4,131
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.09
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.47
2.618 92.54
1.618 91.36
1.000 90.63
0.618 90.18
HIGH 89.45
0.618 89.00
0.500 88.86
0.382 88.72
LOW 88.27
0.618 87.54
1.000 87.09
1.618 86.36
2.618 85.18
4.250 83.26
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 89.19 88.80
PP 89.03 88.24
S1 88.86 87.69

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

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