NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 81.45 82.88 1.43 1.8% 82.01
High 83.86 84.47 0.61 0.7% 83.28
Low 81.32 82.83 1.51 1.9% 80.52
Close 82.95 83.90 0.95 1.1% 81.43
Range 2.54 1.64 -0.90 -35.4% 2.76
ATR 2.05 2.03 -0.03 -1.4% 0.00
Volume 335,579 261,192 -74,387 -22.2% 1,452,507
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 88.65 87.92 84.80
R3 87.01 86.28 84.35
R2 85.37 85.37 84.20
R1 84.64 84.64 84.05 85.01
PP 83.73 83.73 83.73 83.92
S1 83.00 83.00 83.75 83.37
S2 82.09 82.09 83.60
S3 80.45 81.36 83.45
S4 78.81 79.72 83.00
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 90.02 88.49 82.95
R3 87.26 85.73 82.19
R2 84.50 84.50 81.94
R1 82.97 82.97 81.68 82.36
PP 81.74 81.74 81.74 81.44
S1 80.21 80.21 81.18 79.60
S2 78.98 78.98 80.92
S3 76.22 77.45 80.67
S4 73.46 74.69 79.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.47 80.52 3.95 4.7% 1.81 2.2% 86% True False 300,912
10 84.47 79.90 4.57 5.4% 1.89 2.3% 88% True False 302,307
20 85.08 79.84 5.24 6.2% 2.15 2.6% 77% False False 269,317
40 85.08 75.10 9.98 11.9% 1.99 2.4% 88% False False 210,402
60 85.08 72.35 12.73 15.2% 2.00 2.4% 91% False False 169,573
80 85.08 72.35 12.73 15.2% 1.99 2.4% 91% False False 138,833
100 85.08 72.35 12.73 15.2% 2.01 2.4% 91% False False 118,953
120 85.08 71.50 13.58 16.2% 2.13 2.5% 91% False False 108,497
Crabel Price Patterns
NR True
NR4 False
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.44
2.618 88.76
1.618 87.12
1.000 86.11
0.618 85.48
HIGH 84.47
0.618 83.84
0.500 83.65
0.382 83.46
LOW 82.83
0.618 81.82
1.000 81.19
1.618 80.18
2.618 78.54
4.250 75.86
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 83.82 83.44
PP 83.73 82.98
S1 83.65 82.52

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

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