NYMEX Light Sweet Crude Oil Future May 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 90.71 91.58 0.87 1.0% 89.90
High 91.38 91.77 0.39 0.4% 91.06
Low 89.74 90.92 1.18 1.3% 89.00
Close 91.27 91.72 0.45 0.5% 90.36
Range 1.64 0.85 -0.79 -48.2% 2.06
ATR 1.57 1.52 -0.05 -3.3% 0.00
Volume 21,688 21,673 -15 -0.1% 85,104
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 94.02 93.72 92.19
R3 93.17 92.87 91.95
R2 92.32 92.32 91.88
R1 92.02 92.02 91.80 92.17
PP 91.47 91.47 91.47 91.55
S1 91.17 91.17 91.64 91.32
S2 90.62 90.62 91.56
S3 89.77 90.32 91.49
S4 88.92 89.47 91.25
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.32 95.40 91.49
R3 94.26 93.34 90.93
R2 92.20 92.20 90.74
R1 91.28 91.28 90.55 91.74
PP 90.14 90.14 90.14 90.37
S1 89.22 89.22 90.17 89.68
S2 88.08 88.08 89.98
S3 86.02 87.16 89.79
S4 83.96 85.10 89.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.77 89.00 2.77 3.0% 1.29 1.4% 98% True False 19,955
10 91.77 88.68 3.09 3.4% 1.36 1.5% 98% True False 18,762
20 91.78 82.22 9.56 10.4% 1.57 1.7% 99% False False 15,811
40 91.78 82.22 9.56 10.4% 1.44 1.6% 99% False False 12,483
60 91.78 80.80 10.98 12.0% 1.42 1.5% 99% False False 10,413
80 91.78 78.63 13.15 14.3% 1.23 1.3% 100% False False 9,025
100 91.78 75.91 15.87 17.3% 1.14 1.2% 100% False False 7,736
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 0.39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.38
2.618 94.00
1.618 93.15
1.000 92.62
0.618 92.30
HIGH 91.77
0.618 91.45
0.500 91.35
0.382 91.24
LOW 90.92
0.618 90.39
1.000 90.07
1.618 89.54
2.618 88.69
4.250 87.31
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 91.60 91.39
PP 91.47 91.06
S1 91.35 90.74

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

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