NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 93.05 91.69 -1.36 -1.5% 92.80
High 93.32 93.90 0.58 0.6% 93.90
Low 91.15 91.06 -0.09 -0.1% 91.06
Close 91.91 93.41 1.50 1.6% 93.41
Range 2.17 2.84 0.67 30.9% 2.84
ATR 1.40 1.50 0.10 7.4% 0.00
Volume 14,727 22,674 7,947 54.0% 70,995
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 101.31 100.20 94.97
R3 98.47 97.36 94.19
R2 95.63 95.63 93.93
R1 94.52 94.52 93.67 95.08
PP 92.79 92.79 92.79 93.07
S1 91.68 91.68 93.15 92.24
S2 89.95 89.95 92.89
S3 87.11 88.84 92.63
S4 84.27 86.00 91.85
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 101.31 100.20 94.97
R3 98.47 97.36 94.19
R2 95.63 95.63 93.93
R1 94.52 94.52 93.67 95.08
PP 92.79 92.79 92.79 93.07
S1 91.68 91.68 93.15 92.24
S2 89.95 89.95 92.89
S3 87.11 88.84 92.63
S4 84.27 86.00 91.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.90 91.06 2.84 3.0% 1.53 1.6% 83% True True 14,199
10 93.90 89.70 4.20 4.5% 1.34 1.4% 88% True False 17,730
20 93.90 88.40 5.50 5.9% 1.41 1.5% 91% True False 17,951
40 93.90 82.22 11.68 12.5% 1.50 1.6% 96% True False 14,068
60 93.90 82.22 11.68 12.5% 1.46 1.6% 96% True False 11,410
80 93.90 79.39 14.51 15.5% 1.30 1.4% 97% True False 10,106
100 93.90 75.91 17.99 19.3% 1.21 1.3% 97% True False 8,715
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 105.97
2.618 101.34
1.618 98.50
1.000 96.74
0.618 95.66
HIGH 93.90
0.618 92.82
0.500 92.48
0.382 92.14
LOW 91.06
0.618 89.30
1.000 88.22
1.618 86.46
2.618 83.62
4.250 78.99
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 93.10 93.10
PP 92.79 92.79
S1 92.48 92.48

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

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