NYMEX Light Sweet Crude Oil Future August 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 91.11 91.37 0.26 0.3% 90.10
High 91.33 91.72 0.39 0.4% 91.72
Low 90.72 90.67 -0.05 -0.1% 89.80
Close 90.96 91.05 0.09 0.1% 91.05
Range 0.61 1.05 0.44 72.1% 1.92
ATR 1.23 1.21 -0.01 -1.0% 0.00
Volume 4,419 5,422 1,003 22.7% 24,104
Daily Pivots for day following 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 94.30 93.72 91.63
R3 93.25 92.67 91.34
R2 92.20 92.20 91.24
R1 91.62 91.62 91.15 91.39
PP 91.15 91.15 91.15 91.03
S1 90.57 90.57 90.95 90.34
S2 90.10 90.10 90.86
S3 89.05 89.52 90.76
S4 88.00 88.47 90.47
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.62 95.75 92.11
R3 94.70 93.83 91.58
R2 92.78 92.78 91.40
R1 91.91 91.91 91.23 92.35
PP 90.86 90.86 90.86 91.07
S1 89.99 89.99 90.87 90.43
S2 88.94 88.94 90.70
S3 87.02 88.07 90.52
S4 85.10 86.15 89.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.72 89.80 1.92 2.1% 1.06 1.2% 65% True False 4,820
10 91.72 89.40 2.32 2.5% 1.14 1.2% 71% True False 5,554
20 91.72 83.43 8.29 9.1% 1.18 1.3% 92% True False 3,994
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.18
2.618 94.47
1.618 93.42
1.000 92.77
0.618 92.37
HIGH 91.72
0.618 91.32
0.500 91.20
0.382 91.07
LOW 90.67
0.618 90.02
1.000 89.62
1.618 88.97
2.618 87.92
4.250 86.21
Fisher Pivots for day following 17-Dec-2010
Pivot 1 day 3 day
R1 91.20 90.95
PP 91.15 90.86
S1 91.10 90.76

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

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