NYMEX Light Sweet Crude Oil Future August 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 86.23 88.53 2.30 2.7% 83.45
High 88.58 89.45 0.87 1.0% 86.78
Low 86.23 88.53 2.30 2.7% 83.43
Close 88.67 89.46 0.79 0.9% 86.21
Range 2.35 0.92 -1.43 -60.9% 3.35
ATR 1.34 1.31 -0.03 -2.2% 0.00
Volume 1,576 2,951 1,375 87.2% 8,866
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 91.91 91.60 89.97
R3 90.99 90.68 89.71
R2 90.07 90.07 89.63
R1 89.76 89.76 89.54 89.92
PP 89.15 89.15 89.15 89.22
S1 88.84 88.84 89.38 89.00
S2 88.23 88.23 89.29
S3 87.31 87.92 89.21
S4 86.39 87.00 88.95
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 95.52 94.22 88.05
R3 92.17 90.87 87.13
R2 88.82 88.82 86.82
R1 87.52 87.52 86.52 88.17
PP 85.47 85.47 85.47 85.80
S1 84.17 84.17 85.90 84.82
S2 82.12 82.12 85.60
S3 78.77 80.82 85.29
S4 75.42 77.47 84.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.45 85.65 3.80 4.2% 1.37 1.5% 100% True False 1,883
10 89.45 83.43 6.02 6.7% 1.18 1.3% 100% True False 2,329
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 0.04
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 93.36
2.618 91.86
1.618 90.94
1.000 90.37
0.618 90.02
HIGH 89.45
0.618 89.10
0.500 88.99
0.382 88.88
LOW 88.53
0.618 87.96
1.000 87.61
1.618 87.04
2.618 86.12
4.250 84.62
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 89.30 88.92
PP 89.15 88.37
S1 88.99 87.83

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

View Archives - Comment on this page... - Back to Index of Symbols