NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 90.05 90.79 0.74 0.8% 88.75
High 90.74 91.55 0.81 0.9% 90.49
Low 89.85 90.67 0.82 0.9% 88.07
Close 90.64 91.21 0.57 0.6% 89.37
Range 0.89 0.88 -0.01 -1.1% 2.42
ATR 1.74 1.68 -0.06 -3.4% 0.00
Volume 96,954 59,526 -37,428 -38.6% 314,282
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 93.78 93.38 91.69
R3 92.90 92.50 91.45
R2 92.02 92.02 91.37
R1 91.62 91.62 91.29 91.82
PP 91.14 91.14 91.14 91.25
S1 90.74 90.74 91.13 90.94
S2 90.26 90.26 91.05
S3 89.38 89.86 90.97
S4 88.50 88.98 90.73
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.57 95.39 90.70
R3 94.15 92.97 90.04
R2 91.73 91.73 89.81
R1 90.55 90.55 89.59 91.14
PP 89.31 89.31 89.31 89.61
S1 88.13 88.13 89.15 88.72
S2 86.89 86.89 88.93
S3 84.47 85.71 88.70
S4 82.05 83.29 88.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.55 88.56 2.99 3.3% 1.17 1.3% 89% True False 73,837
10 91.55 88.07 3.48 3.8% 1.46 1.6% 90% True False 68,367
20 91.55 82.11 9.44 10.3% 1.80 2.0% 96% True False 59,845
40 91.55 81.41 10.14 11.1% 1.78 1.9% 97% True False 44,290
60 91.55 79.51 12.04 13.2% 1.83 2.0% 97% True False 36,739
80 91.55 77.26 14.29 15.7% 1.78 2.0% 98% True False 31,341
100 91.55 74.29 17.26 18.9% 1.69 1.9% 98% True False 26,297
120 91.55 74.29 17.26 18.9% 1.66 1.8% 98% True False 22,409
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.48
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.29
2.618 93.85
1.618 92.97
1.000 92.43
0.618 92.09
HIGH 91.55
0.618 91.21
0.500 91.11
0.382 91.01
LOW 90.67
0.618 90.13
1.000 89.79
1.618 89.25
2.618 88.37
4.250 86.93
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 91.18 90.83
PP 91.14 90.44
S1 91.11 90.06

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

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