NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 82.86 81.04 -1.82 -2.2% 88.04
High 83.17 82.92 -0.25 -0.3% 89.10
Low 80.65 80.92 0.27 0.3% 85.00
Close 81.04 82.42 1.38 1.7% 85.34
Range 2.52 2.00 -0.52 -20.6% 4.10
ATR 2.01 2.01 0.00 0.0% 0.00
Volume 224,785 347,608 122,823 54.6% 738,526
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 88.09 87.25 83.52
R3 86.09 85.25 82.97
R2 84.09 84.09 82.79
R1 83.25 83.25 82.60 83.67
PP 82.09 82.09 82.09 82.30
S1 81.25 81.25 82.24 81.67
S2 80.09 80.09 82.05
S3 78.09 79.25 81.87
S4 76.09 77.25 81.32
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 98.78 96.16 87.60
R3 94.68 92.06 86.47
R2 90.58 90.58 86.09
R1 87.96 87.96 85.72 87.22
PP 86.48 86.48 86.48 86.11
S1 83.86 83.86 84.96 83.12
S2 82.38 82.38 84.59
S3 78.28 79.76 84.21
S4 74.18 75.66 83.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.32 80.65 7.67 9.3% 2.36 2.9% 23% False False 216,694
10 89.10 80.65 8.45 10.3% 2.00 2.4% 21% False False 174,465
20 89.10 80.65 8.45 10.3% 1.84 2.2% 21% False False 125,907
40 89.10 77.24 11.86 14.4% 1.99 2.4% 44% False False 98,600
60 89.10 74.90 14.20 17.2% 1.95 2.4% 53% False False 79,070
80 89.10 73.12 15.98 19.4% 1.87 2.3% 58% False False 62,267
100 89.10 73.12 15.98 19.4% 1.84 2.2% 58% False False 51,029
120 89.10 73.12 15.98 19.4% 1.81 2.2% 58% False False 43,332
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.42
2.618 88.16
1.618 86.16
1.000 84.92
0.618 84.16
HIGH 82.92
0.618 82.16
0.500 81.92
0.382 81.68
LOW 80.92
0.618 79.68
1.000 78.92
1.618 77.68
2.618 75.68
4.250 72.42
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 82.25 82.93
PP 82.09 82.76
S1 81.92 82.59

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

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