NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 81.61 80.99 -0.62 -0.8% 85.22
High 82.10 84.20 2.10 2.6% 86.22
Low 80.28 80.97 0.69 0.9% 80.65
Close 81.25 83.86 2.61 3.2% 81.98
Range 1.82 3.23 1.41 77.5% 5.57
ATR 2.02 2.11 0.09 4.3% 0.00
Volume 332,717 305,985 -26,732 -8.0% 1,217,056
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 92.70 91.51 85.64
R3 89.47 88.28 84.75
R2 86.24 86.24 84.45
R1 85.05 85.05 84.16 85.65
PP 83.01 83.01 83.01 83.31
S1 81.82 81.82 83.56 82.42
S2 79.78 79.78 83.27
S3 76.55 78.59 82.97
S4 73.32 75.36 82.08
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 99.66 96.39 85.04
R3 94.09 90.82 83.51
R2 88.52 88.52 83.00
R1 85.25 85.25 82.49 84.10
PP 82.95 82.95 82.95 82.38
S1 79.68 79.68 81.47 78.53
S2 77.38 77.38 80.96
S3 71.81 74.11 80.45
S4 66.24 68.54 78.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.20 80.28 3.92 4.7% 2.30 2.7% 91% True False 314,422
10 89.10 80.28 8.82 10.5% 2.24 2.7% 41% False False 251,041
20 89.10 80.28 8.82 10.5% 1.99 2.4% 41% False False 174,682
40 89.10 79.92 9.18 10.9% 2.04 2.4% 43% False False 123,669
60 89.10 76.11 12.99 15.5% 1.97 2.3% 60% False False 97,562
80 89.10 73.12 15.98 19.1% 1.89 2.2% 67% False False 77,129
100 89.10 73.12 15.98 19.1% 1.86 2.2% 67% False False 63,059
120 89.10 73.12 15.98 19.1% 1.81 2.2% 67% False False 53,366
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 97.93
2.618 92.66
1.618 89.43
1.000 87.43
0.618 86.20
HIGH 84.20
0.618 82.97
0.500 82.59
0.382 82.20
LOW 80.97
0.618 78.97
1.000 77.74
1.618 75.74
2.618 72.51
4.250 67.24
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 83.44 83.32
PP 83.01 82.78
S1 82.59 82.24

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

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