NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 89.33 89.36 0.03 0.0% 90.12
High 90.03 90.30 0.27 0.3% 91.47
Low 88.95 88.07 -0.88 -1.0% 88.11
Close 89.43 89.89 0.46 0.5% 88.79
Range 1.08 2.23 1.15 106.5% 3.36
ATR 1.89 1.92 0.02 1.3% 0.00
Volume 63,315 59,458 -3,857 -6.1% 376,098
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.11 95.23 91.12
R3 93.88 93.00 90.50
R2 91.65 91.65 90.30
R1 90.77 90.77 90.09 91.21
PP 89.42 89.42 89.42 89.64
S1 88.54 88.54 89.69 88.98
S2 87.19 87.19 89.48
S3 84.96 86.31 89.28
S4 82.73 84.08 88.66
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 99.54 97.52 90.64
R3 96.18 94.16 89.71
R2 92.82 92.82 89.41
R1 90.80 90.80 89.10 90.13
PP 89.46 89.46 89.46 89.12
S1 87.44 87.44 88.48 86.77
S2 86.10 86.10 88.17
S3 82.74 84.08 87.87
S4 79.38 80.72 86.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.49 88.07 2.42 2.7% 1.75 1.9% 75% False True 62,896
10 91.47 87.20 4.27 4.8% 1.77 2.0% 63% False False 66,568
20 91.47 81.41 10.06 11.2% 2.00 2.2% 84% False False 50,199
40 91.47 81.41 10.06 11.2% 1.85 2.1% 84% False False 37,998
60 91.47 78.05 13.42 14.9% 1.86 2.1% 88% False False 31,955
80 91.47 74.29 17.18 19.1% 1.80 2.0% 91% False False 27,235
100 91.47 74.29 17.18 19.1% 1.72 1.9% 91% False False 22,786
120 91.47 74.29 17.18 19.1% 1.67 1.9% 91% False False 19,441
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 99.78
2.618 96.14
1.618 93.91
1.000 92.53
0.618 91.68
HIGH 90.30
0.618 89.45
0.500 89.19
0.382 88.92
LOW 88.07
0.618 86.69
1.000 85.84
1.618 84.46
2.618 82.23
4.250 78.59
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 89.66 89.69
PP 89.42 89.48
S1 89.19 89.28

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

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