NYMEX Light Sweet Crude Oil Future May 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 89.91 90.02 0.11 0.1% 90.45
High 90.67 91.02 0.35 0.4% 91.78
Low 89.75 89.00 -0.75 -0.8% 88.68
Close 90.17 90.71 0.54 0.6% 89.42
Range 0.92 2.02 1.10 119.6% 3.10
ATR 1.64 1.66 0.03 1.7% 0.00
Volume 17,265 13,353 -3,912 -22.7% 103,039
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.30 95.53 91.82
R3 94.28 93.51 91.27
R2 92.26 92.26 91.08
R1 91.49 91.49 90.90 91.88
PP 90.24 90.24 90.24 90.44
S1 89.47 89.47 90.52 89.86
S2 88.22 88.22 90.34
S3 86.20 87.45 90.15
S4 84.18 85.43 89.60
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 99.26 97.44 91.13
R3 96.16 94.34 90.27
R2 93.06 93.06 89.99
R1 91.24 91.24 89.70 90.60
PP 89.96 89.96 89.96 89.64
S1 88.14 88.14 89.14 87.50
S2 86.86 86.86 88.85
S3 83.76 85.04 88.57
S4 80.66 81.94 87.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.06 88.68 2.38 2.6% 1.55 1.7% 85% False False 15,596
10 91.78 87.81 3.97 4.4% 1.56 1.7% 73% False False 17,549
20 91.78 82.22 9.56 10.5% 1.69 1.9% 89% False False 13,300
40 91.78 82.22 9.56 10.5% 1.49 1.6% 89% False False 10,974
60 91.78 79.39 12.39 13.7% 1.40 1.5% 91% False False 9,349
80 91.78 75.91 15.87 17.5% 1.22 1.3% 93% False False 8,086
100 91.78 75.91 15.87 17.5% 1.11 1.2% 93% False False 6,910
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 99.61
2.618 96.31
1.618 94.29
1.000 93.04
0.618 92.27
HIGH 91.02
0.618 90.25
0.500 90.01
0.382 89.77
LOW 89.00
0.618 87.75
1.000 86.98
1.618 85.73
2.618 83.71
4.250 80.42
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 90.48 90.48
PP 90.24 90.26
S1 90.01 90.03

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

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