NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 88.78 89.22 0.44 0.5% 88.42
High 89.57 90.10 0.53 0.6% 90.00
Low 87.73 89.06 1.33 1.5% 87.43
Close 89.37 89.82 0.45 0.5% 88.60
Range 1.84 1.04 -0.80 -43.5% 2.57
ATR 1.88 1.82 -0.06 -3.2% 0.00
Volume 253,822 175,413 -78,409 -30.9% 782,685
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 92.78 92.34 90.39
R3 91.74 91.30 90.11
R2 90.70 90.70 90.01
R1 90.26 90.26 89.92 90.48
PP 89.66 89.66 89.66 89.77
S1 89.22 89.22 89.72 89.44
S2 88.62 88.62 89.63
S3 87.58 88.18 89.53
S4 86.54 87.14 89.25
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.39 95.06 90.01
R3 93.82 92.49 89.31
R2 91.25 91.25 89.07
R1 89.92 89.92 88.84 90.59
PP 88.68 88.68 88.68 89.01
S1 87.35 87.35 88.36 88.02
S2 86.11 86.11 88.13
S3 83.54 84.78 87.89
S4 80.97 82.21 87.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.10 87.43 2.67 3.0% 1.55 1.7% 90% True False 188,000
10 90.10 87.43 2.67 3.0% 1.61 1.8% 90% True False 171,805
20 91.17 80.89 10.28 11.4% 1.91 2.1% 87% False False 124,747
40 91.17 80.89 10.28 11.4% 1.85 2.1% 87% False False 85,903
60 91.17 78.26 12.91 14.4% 1.92 2.1% 90% False False 67,039
80 91.17 76.61 14.56 16.2% 1.85 2.1% 91% False False 54,643
100 91.17 73.76 17.41 19.4% 1.77 2.0% 92% False False 45,008
120 91.17 73.76 17.41 19.4% 1.69 1.9% 92% False False 38,065
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 0.58
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 94.52
2.618 92.82
1.618 91.78
1.000 91.14
0.618 90.74
HIGH 90.10
0.618 89.70
0.500 89.58
0.382 89.46
LOW 89.06
0.618 88.42
1.000 88.02
1.618 87.38
2.618 86.34
4.250 84.64
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 89.74 89.52
PP 89.66 89.21
S1 89.58 88.91

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

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