NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 87.05 85.12 -1.93 -2.2% 83.67
High 87.07 88.04 0.97 1.1% 85.93
Low 84.86 85.12 0.26 0.3% 81.81
Close 85.38 87.91 2.53 3.0% 85.22
Range 2.21 2.92 0.71 32.1% 4.12
ATR 1.85 1.93 0.08 4.1% 0.00
Volume 13,773 13,778 5 0.0% 56,759
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 95.78 94.77 89.52
R3 92.86 91.85 88.71
R2 89.94 89.94 88.45
R1 88.93 88.93 88.18 89.44
PP 87.02 87.02 87.02 87.28
S1 86.01 86.01 87.64 86.52
S2 84.10 84.10 87.37
S3 81.18 83.09 87.11
S4 78.26 80.17 86.30
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 96.68 95.07 87.49
R3 92.56 90.95 86.35
R2 88.44 88.44 85.98
R1 86.83 86.83 85.60 87.64
PP 84.32 84.32 84.32 84.72
S1 82.71 82.71 84.84 83.52
S2 80.20 80.20 84.46
S3 76.08 78.59 84.09
S4 71.96 74.47 82.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.04 82.75 5.29 6.0% 2.36 2.7% 98% True False 14,022
10 88.04 81.81 6.23 7.1% 2.10 2.4% 98% True False 13,407
20 90.00 81.81 8.19 9.3% 1.78 2.0% 74% False False 13,986
40 90.00 81.81 8.19 9.3% 1.69 1.9% 74% False False 11,921
60 90.00 78.63 11.37 12.9% 1.59 1.8% 82% False False 10,855
80 90.00 74.98 15.02 17.1% 1.45 1.7% 86% False False 9,154
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 100.45
2.618 95.68
1.618 92.76
1.000 90.96
0.618 89.84
HIGH 88.04
0.618 86.92
0.500 86.58
0.382 86.24
LOW 85.12
0.618 83.32
1.000 82.20
1.618 80.40
2.618 77.48
4.250 72.71
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 87.47 87.42
PP 87.02 86.94
S1 86.58 86.45

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

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