NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 83.09 84.62 1.53 1.8% 86.54
High 84.53 84.88 0.35 0.4% 87.29
Low 83.09 82.71 -0.38 -0.5% 82.38
Close 84.06 83.43 -0.63 -0.7% 83.43
Range 1.44 2.17 0.73 50.7% 4.91
ATR 1.69 1.73 0.03 2.0% 0.00
Volume 16,261 10,733 -5,528 -34.0% 64,231
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 90.18 88.98 84.62
R3 88.01 86.81 84.03
R2 85.84 85.84 83.83
R1 84.64 84.64 83.63 84.16
PP 83.67 83.67 83.67 83.43
S1 82.47 82.47 83.23 81.99
S2 81.50 81.50 83.03
S3 79.33 80.30 82.83
S4 77.16 78.13 82.24
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 99.10 96.17 86.13
R3 94.19 91.26 84.78
R2 89.28 89.28 84.33
R1 86.35 86.35 83.88 85.36
PP 84.37 84.37 84.37 83.87
S1 81.44 81.44 82.98 80.45
S2 79.46 79.46 82.53
S3 74.55 76.53 82.08
S4 69.64 71.62 80.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.29 82.38 4.91 5.9% 1.79 2.1% 21% False False 12,846
10 90.00 82.38 7.62 9.1% 1.65 2.0% 14% False False 14,471
20 90.00 82.38 7.62 9.1% 1.48 1.8% 14% False False 12,796
40 90.00 79.25 10.75 12.9% 1.56 1.9% 39% False False 11,520
60 90.00 77.94 12.06 14.5% 1.51 1.8% 46% False False 9,936
80 90.00 74.98 15.02 18.0% 1.30 1.6% 56% False False 8,166
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.10
2.618 90.56
1.618 88.39
1.000 87.05
0.618 86.22
HIGH 84.88
0.618 84.05
0.500 83.80
0.382 83.54
LOW 82.71
0.618 81.37
1.000 80.54
1.618 79.20
2.618 77.03
4.250 73.49
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 83.80 83.63
PP 83.67 83.56
S1 83.55 83.50

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

View Archives - Comment on this page... - Back to Index of Symbols