NYMEX Light Sweet Crude Oil Future April 2011

Trading Metrics calculated at close of trading on 15-Dec-2010

Day Change Summary
	Previous	Current
	14-Dec-2010	15-Dec-2010	Change	Change %	Previous Week
Open	89.89	89.72	-0.17	-0.2%	90.40
High	90.45	90.73	0.28	0.3%	91.65
Low	89.42	88.58	-0.84	-0.9%	88.43
Close	89.87	90.38	0.51	0.6%	89.17
Range	1.03	2.15	1.12	108.7%	3.22
ATR	1.79	1.82	0.03	1.4%	0.00
Volume	26,616	23,132	-3,484	-13.1%	158,019

Daily Pivots for day following 15-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	96.35	95.51	91.56
R3	94.20	93.36	90.97
R2	92.05	92.05	90.77
R1	91.21	91.21	90.58	91.63
PP	89.90	89.90	89.90	90.11
S1	89.06	89.06	90.18	89.48
S2	87.75	87.75	89.99
S3	85.60	86.91	89.79
S4	83.45	84.76	89.20

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.41	97.51	90.94
R3	96.19	94.29	90.06
R2	92.97	92.97	89.76
R1	91.07	91.07	89.47	90.41
PP	89.75	89.75	89.75	89.42
S1	87.85	87.85	88.87	87.19
S2	86.53	86.53	88.58
S3	83.31	84.63	88.28
S4	80.09	81.41	87.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.85	88.43	2.42	2.7%	1.69	1.9%	81%	False	False	23,734
10	91.65	87.57	4.08	4.5%	1.72	1.9%	69%	False	False	28,334
20	91.65	81.81	9.84	10.9%	1.91	2.1%	87%	False	False	20,871
40	91.65	81.81	9.84	10.9%	1.68	1.9%	87%	False	False	16,580
60	91.65	78.63	13.02	14.4%	1.65	1.8%	90%	False	False	14,326
80	91.65	74.98	16.67	18.4%	1.56	1.7%	92%	False	False	12,248
100	91.65	74.98	16.67	18.4%	1.37	1.5%	92%	False	False	10,323

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	99.87
2.618	96.36
1.618	94.21
1.000	92.88
0.618	92.06
HIGH	90.73
0.618	89.91
0.500	89.66
0.382	89.40
LOW	88.58
0.618	87.25
1.000	86.43
1.618	85.10
2.618	82.95
4.250	79.44

Fisher Pivots for day following 15-Dec-2010
Pivot	1 day	3 day
R1	90.14	90.16
PP	89.90	89.94
S1	89.66	89.72

Download as Excel Spreadsheet

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

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