NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 90.40 89.70 -0.70 -0.8% 85.43
High 90.59 91.65 1.06 1.2% 90.50
Low 89.40 89.40 0.00 0.0% 84.86
Close 90.11 89.97 -0.14 -0.2% 90.02
Range 1.19 2.25 1.06 89.1% 5.64
ATR 1.87 1.90 0.03 1.4% 0.00
Volume 36,265 32,089 -4,176 -11.5% 93,475
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 97.09 95.78 91.21
R3 94.84 93.53 90.59
R2 92.59 92.59 90.38
R1 91.28 91.28 90.18 91.94
PP 90.34 90.34 90.34 90.67
S1 89.03 89.03 89.76 89.69
S2 88.09 88.09 89.56
S3 85.84 86.78 89.35
S4 83.59 84.53 88.73
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 105.38 103.34 93.12
R3 99.74 97.70 91.57
R2 94.10 94.10 91.05
R1 92.06 92.06 90.54 93.08
PP 88.46 88.46 88.46 88.97
S1 86.42 86.42 89.50 87.44
S2 82.82 82.82 88.99
S3 77.18 80.78 88.47
S4 71.54 75.14 86.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.65 85.12 6.53 7.3% 2.02 2.2% 74% True False 28,069
10 91.65 81.81 9.84 10.9% 2.05 2.3% 83% True False 20,565
20 91.65 81.81 9.84 10.9% 1.90 2.1% 83% True False 17,271
40 91.65 81.81 9.84 10.9% 1.68 1.9% 83% True False 13,862
60 91.65 78.63 13.02 14.5% 1.62 1.8% 87% True False 12,541
80 91.65 74.98 16.67 18.5% 1.51 1.7% 90% True False 10,480
100 91.65 74.98 16.67 18.5% 1.32 1.5% 90% True False 8,861
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.21
2.618 97.54
1.618 95.29
1.000 93.90
0.618 93.04
HIGH 91.65
0.618 90.79
0.500 90.53
0.382 90.26
LOW 89.40
0.618 88.01
1.000 87.15
1.618 85.76
2.618 83.51
4.250 79.84
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 90.53 89.96
PP 90.34 89.95
S1 90.16 89.95

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

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