NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 87.46 85.73 -1.73 -2.0% 84.10
High 87.50 88.47 0.97 1.1% 86.51
Low 85.31 85.73 0.42 0.5% 82.46
Close 85.85 88.35 2.50 2.9% 85.80
Range 2.19 2.74 0.55 25.1% 4.05
ATR 1.89 1.95 0.06 3.2% 0.00
Volume 23,670 25,989 2,319 9.8% 82,703
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 95.74 94.78 89.86
R3 93.00 92.04 89.10
R2 90.26 90.26 88.85
R1 89.30 89.30 88.60 89.78
PP 87.52 87.52 87.52 87.76
S1 86.56 86.56 88.10 87.04
S2 84.78 84.78 87.85
S3 82.04 83.82 87.60
S4 79.30 81.08 86.84
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 97.07 95.49 88.03
R3 93.02 91.44 86.91
R2 88.97 88.97 86.54
R1 87.39 87.39 86.17 88.18
PP 84.92 84.92 84.92 85.32
S1 83.34 83.34 85.43 84.13
S2 80.87 80.87 85.06
S3 76.82 79.29 84.69
S4 72.77 75.24 83.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.47 83.20 5.27 6.0% 2.34 2.6% 98% True False 21,598
10 88.47 82.46 6.01 6.8% 2.09 2.4% 98% True False 23,029
20 90.47 82.46 8.01 9.1% 1.84 2.1% 74% False False 22,769
40 90.47 82.46 8.01 9.1% 1.83 2.1% 74% False False 20,596
60 90.47 79.39 11.08 12.5% 1.71 1.9% 81% False False 20,262
80 90.47 75.70 14.77 16.7% 1.71 1.9% 86% False False 17,701
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.12
2.618 95.64
1.618 92.90
1.000 91.21
0.618 90.16
HIGH 88.47
0.618 87.42
0.500 87.10
0.382 86.78
LOW 85.73
0.618 84.04
1.000 82.99
1.618 81.30
2.618 78.56
4.250 74.09
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 87.93 87.86
PP 87.52 87.38
S1 87.10 86.89

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

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