NYMEX Light Sweet Crude Oil Future December 2010


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 86.45 87.85 1.40 1.6% 81.45
High 88.21 88.63 0.42 0.5% 87.43
Low 86.10 87.54 1.44 1.7% 81.32
Close 87.81 87.81 0.00 0.0% 86.85
Range 2.11 1.09 -1.02 -48.3% 6.11
ATR 1.97 1.91 -0.06 -3.2% 0.00
Volume 437,806 311,199 -126,607 -28.9% 1,543,280
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 91.26 90.63 88.41
R3 90.17 89.54 88.11
R2 89.08 89.08 88.01
R1 88.45 88.45 87.91 88.22
PP 87.99 87.99 87.99 87.88
S1 87.36 87.36 87.71 87.13
S2 86.90 86.90 87.61
S3 85.81 86.27 87.51
S4 84.72 85.18 87.21
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 103.53 101.30 90.21
R3 97.42 95.19 88.53
R2 91.31 91.31 87.97
R1 89.08 89.08 87.41 90.20
PP 85.20 85.20 85.20 85.76
S1 82.97 82.97 86.29 84.09
S2 79.09 79.09 85.73
S3 72.98 76.86 85.17
S4 66.87 70.75 83.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.63 85.48 3.15 3.6% 1.67 1.9% 74% True False 328,436
10 88.63 80.56 8.07 9.2% 1.78 2.0% 90% True False 319,118
20 88.63 79.84 8.79 10.0% 2.03 2.3% 91% True False 311,050
40 88.63 75.10 13.53 15.4% 2.01 2.3% 94% True False 243,775
60 88.63 72.35 16.28 18.5% 1.97 2.2% 95% True False 199,219
80 88.63 72.35 16.28 18.5% 1.96 2.2% 95% True False 164,612
100 88.63 72.35 16.28 18.5% 2.01 2.3% 95% True False 139,300
120 88.63 71.50 17.13 19.5% 2.07 2.4% 95% True False 123,857
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.36
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 93.26
2.618 91.48
1.618 90.39
1.000 89.72
0.618 89.30
HIGH 88.63
0.618 88.21
0.500 88.09
0.382 87.96
LOW 87.54
0.618 86.87
1.000 86.45
1.618 85.78
2.618 84.69
4.250 82.91
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 88.09 87.56
PP 87.99 87.31
S1 87.90 87.06

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

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