NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 90.28 90.68 0.40 0.4% 88.88
High 90.94 91.33 0.39 0.4% 90.85
Low 89.25 90.48 1.23 1.4% 88.58
Close 90.80 91.27 0.47 0.5% 89.95
Range 1.69 0.85 -0.84 -49.7% 2.27
ATR 1.71 1.65 -0.06 -3.6% 0.00
Volume 41,885 40,999 -886 -2.1% 136,206
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 93.58 93.27 91.74
R3 92.73 92.42 91.50
R2 91.88 91.88 91.43
R1 91.57 91.57 91.35 91.73
PP 91.03 91.03 91.03 91.10
S1 90.72 90.72 91.19 90.88
S2 90.18 90.18 91.11
S3 89.33 89.87 91.04
S4 88.48 89.02 90.80
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.60 95.55 91.20
R3 94.33 93.28 90.57
R2 92.06 92.06 90.37
R1 91.01 91.01 90.16 91.54
PP 89.79 89.79 89.79 90.06
S1 88.74 88.74 89.74 89.27
S2 87.52 87.52 89.53
S3 85.25 86.47 89.33
S4 82.98 84.20 88.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.33 88.58 2.75 3.0% 1.35 1.5% 98% True False 35,021
10 91.33 88.43 2.90 3.2% 1.46 1.6% 98% True False 30,875
20 91.65 81.81 9.84 10.8% 1.76 1.9% 96% False False 25,720
40 91.65 81.81 9.84 10.8% 1.63 1.8% 96% False False 19,437
60 91.65 79.79 11.86 13.0% 1.63 1.8% 97% False False 16,301
80 91.65 77.94 13.71 15.0% 1.58 1.7% 97% False False 13,965
100 91.65 74.98 16.67 18.3% 1.41 1.5% 98% False False 11,792
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.94
2.618 93.56
1.618 92.71
1.000 92.18
0.618 91.86
HIGH 91.33
0.618 91.01
0.500 90.91
0.382 90.80
LOW 90.48
0.618 89.95
1.000 89.63
1.618 89.10
2.618 88.25
4.250 86.87
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 91.15 90.94
PP 91.03 90.61
S1 90.91 90.28

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

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