NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 84.10 83.57 -0.53 -0.6% 87.35
High 84.78 84.01 -0.77 -0.9% 87.97
Low 82.85 82.46 -0.39 -0.5% 83.10
Close 83.75 83.37 -0.38 -0.5% 84.00
Range 1.93 1.55 -0.38 -19.7% 4.87
ATR 1.79 1.77 -0.02 -0.9% 0.00
Volume 20,215 18,021 -2,194 -10.9% 117,821
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 87.93 87.20 84.22
R3 86.38 85.65 83.80
R2 84.83 84.83 83.65
R1 84.10 84.10 83.51 83.69
PP 83.28 83.28 83.28 83.08
S1 82.55 82.55 83.23 82.14
S2 81.73 81.73 83.09
S3 80.18 81.00 82.94
S4 78.63 79.45 82.52
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 99.63 96.69 86.68
R3 94.76 91.82 85.34
R2 89.89 89.89 84.89
R1 86.95 86.95 84.45 85.99
PP 85.02 85.02 85.02 84.54
S1 82.08 82.08 83.55 81.12
S2 80.15 80.15 83.11
S3 75.28 77.21 82.66
S4 70.41 72.34 81.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.52 82.46 3.06 3.7% 1.85 2.2% 30% False True 24,460
10 90.47 82.46 8.01 9.6% 1.75 2.1% 11% False True 23,662
20 90.47 82.46 8.01 9.6% 1.61 1.9% 11% False True 20,654
40 90.47 80.91 9.56 11.5% 1.74 2.1% 26% False False 21,095
60 90.47 78.80 11.67 14.0% 1.67 2.0% 39% False False 19,401
80 90.47 75.70 14.77 17.7% 1.63 2.0% 52% False False 16,951
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.27
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 90.60
2.618 88.07
1.618 86.52
1.000 85.56
0.618 84.97
HIGH 84.01
0.618 83.42
0.500 83.24
0.382 83.05
LOW 82.46
0.618 81.50
1.000 80.91
1.618 79.95
2.618 78.40
4.250 75.87
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 83.33 83.99
PP 83.28 83.78
S1 83.24 83.58

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

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