NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 90.79 91.30 0.51 0.6% 88.75
High 91.55 92.29 0.74 0.8% 90.49
Low 90.67 91.01 0.34 0.4% 88.07
Close 91.21 92.16 0.95 1.0% 89.37
Range 0.88 1.28 0.40 45.5% 2.42
ATR 1.68 1.66 -0.03 -1.7% 0.00
Volume 59,526 65,420 5,894 9.9% 314,282
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 95.66 95.19 92.86
R3 94.38 93.91 92.51
R2 93.10 93.10 92.39
R1 92.63 92.63 92.28 92.87
PP 91.82 91.82 91.82 91.94
S1 91.35 91.35 92.04 91.59
S2 90.54 90.54 91.93
S3 89.26 90.07 91.81
S4 87.98 88.79 91.46
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 92.29 88.56 3.73 4.0% 1.25 1.4% 97% True False 73,605
10 92.29 88.07 4.22 4.6% 1.42 1.5% 97% True False 68,208
20 92.29 83.84 8.45 9.2% 1.71 1.9% 98% True False 61,363
40 92.29 81.41 10.88 11.8% 1.76 1.9% 99% True False 45,484
60 92.29 81.40 10.89 11.8% 1.81 2.0% 99% True False 37,550
80 92.29 77.98 14.31 15.5% 1.77 1.9% 99% True False 32,050
100 92.29 74.29 18.00 19.5% 1.69 1.8% 99% True False 26,919
120 92.29 74.29 18.00 19.5% 1.65 1.8% 99% True False 22,927
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.73
2.618 95.64
1.618 94.36
1.000 93.57
0.618 93.08
HIGH 92.29
0.618 91.80
0.500 91.65
0.382 91.50
LOW 91.01
0.618 90.22
1.000 89.73
1.618 88.94
2.618 87.66
4.250 85.57
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 91.99 91.80
PP 91.82 91.43
S1 91.65 91.07

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

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