NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 88.42 88.79 0.37 0.4% 89.82
High 90.00 89.50 -0.50 -0.6% 91.17
Low 87.96 88.34 0.38 0.4% 87.62
Close 89.14 88.84 -0.30 -0.3% 88.31
Range 2.04 1.16 -0.88 -43.1% 3.55
ATR 2.01 1.95 -0.06 -3.0% 0.00
Volume 117,693 154,225 36,532 31.0% 734,862
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 92.37 91.77 89.48
R3 91.21 90.61 89.16
R2 90.05 90.05 89.05
R1 89.45 89.45 88.95 89.75
PP 88.89 88.89 88.89 89.05
S1 88.29 88.29 88.73 88.59
S2 87.73 87.73 88.63
S3 86.57 87.13 88.52
S4 85.41 85.97 88.20
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 99.68 97.55 90.26
R3 96.13 94.00 89.29
R2 92.58 92.58 88.96
R1 90.45 90.45 88.64 89.74
PP 89.03 89.03 89.03 88.68
S1 86.90 86.90 87.98 86.19
S2 85.48 85.48 87.66
S3 81.93 83.35 87.33
S4 78.38 79.80 86.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.00 87.62 2.38 2.7% 1.67 1.9% 51% False False 155,609
10 91.17 84.20 6.97 7.8% 1.93 2.2% 67% False False 127,458
20 91.17 80.89 10.28 11.6% 2.08 2.3% 77% False False 93,625
40 91.17 80.89 10.28 11.6% 1.96 2.2% 77% False False 66,279
60 91.17 77.34 13.83 15.6% 1.94 2.2% 83% False False 53,213
80 91.17 73.76 17.41 19.6% 1.85 2.1% 87% False False 43,414
100 91.17 73.76 17.41 19.6% 1.77 2.0% 87% False False 35,845
120 91.17 73.76 17.41 19.6% 1.66 1.9% 87% False False 30,319
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 94.43
2.618 92.54
1.618 91.38
1.000 90.66
0.618 90.22
HIGH 89.50
0.618 89.06
0.500 88.92
0.382 88.78
LOW 88.34
0.618 87.62
1.000 87.18
1.618 86.46
2.618 85.30
4.250 83.41
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 88.92 88.83
PP 88.89 88.82
S1 88.87 88.81

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

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