NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 91.49 92.11 0.62 0.7% 89.68
High 92.05 92.80 0.75 0.8% 91.35
Low 91.20 92.01 0.81 0.9% 89.24
Close 92.01 92.52 0.51 0.6% 90.65
Range 0.85 0.79 -0.06 -7.1% 2.11
ATR 1.59 1.53 -0.06 -3.6% 0.00
Volume 22,960 18,997 -3,963 -17.3% 149,137
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 94.81 94.46 92.95
R3 94.02 93.67 92.74
R2 93.23 93.23 92.66
R1 92.88 92.88 92.59 93.06
PP 92.44 92.44 92.44 92.53
S1 92.09 92.09 92.45 92.27
S2 91.65 91.65 92.38
S3 90.86 91.30 92.30
S4 90.07 90.51 92.09
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 96.74 95.81 91.81
R3 94.63 93.70 91.23
R2 92.52 92.52 91.04
R1 91.59 91.59 90.84 92.06
PP 90.41 90.41 90.41 90.65
S1 89.48 89.48 90.46 89.95
S2 88.30 88.30 90.26
S3 86.19 87.37 90.07
S4 84.08 85.26 89.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.80 90.04 2.76 3.0% 1.05 1.1% 90% True False 28,991
10 92.80 88.86 3.94 4.3% 1.28 1.4% 93% True False 29,887
20 92.80 83.20 9.60 10.4% 1.63 1.8% 97% True False 31,798
40 92.80 82.46 10.34 11.2% 1.62 1.8% 97% True False 26,226
60 92.80 80.91 11.89 12.9% 1.70 1.8% 98% True False 24,663
80 92.80 78.80 14.00 15.1% 1.66 1.8% 98% True False 22,501
100 92.80 75.70 17.10 18.5% 1.63 1.8% 98% True False 19,921
Crabel Price Patterns
NR True
NR4 True
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 0.37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.16
2.618 94.87
1.618 94.08
1.000 93.59
0.618 93.29
HIGH 92.80
0.618 92.50
0.500 92.41
0.382 92.31
LOW 92.01
0.618 91.52
1.000 91.22
1.618 90.73
2.618 89.94
4.250 88.65
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 92.48 92.16
PP 92.44 91.80
S1 92.41 91.44

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

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