NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary
Previous Current
27-Dec-2010 28-Dec-2010 Change Change % Previous Week
Open 92.67 93.23 0.56 0.6% 91.07
High 93.68 93.71 0.03 0.0% 93.50
Low 92.55 93.00 0.45 0.5% 90.07
Close 93.13 93.57 0.44 0.5% 93.36
Range 1.13 0.71 -0.42 -37.2% 3.43
ATR 1.48 1.43 -0.06 -3.7% 0.00
Volume 15,273 9,484 -5,789 -37.9% 103,968
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 95.56 95.27 93.96
R3 94.85 94.56 93.77
R2 94.14 94.14 93.70
R1 93.85 93.85 93.64 94.00
PP 93.43 93.43 93.43 93.50
S1 93.14 93.14 93.50 93.29
S2 92.72 92.72 93.44
S3 92.01 92.43 93.37
S4 91.30 91.72 93.18
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 102.60 101.41 95.25
R3 99.17 97.98 94.30
R2 95.74 95.74 93.99
R1 94.55 94.55 93.67 95.15
PP 92.31 92.31 92.31 92.61
S1 91.12 91.12 93.05 91.72
S2 88.88 88.88 92.73
S3 85.45 87.69 92.42
S4 82.02 84.26 91.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.71 91.20 2.51 2.7% 0.94 1.0% 94% True False 19,122
10 93.71 89.24 4.47 4.8% 1.10 1.2% 97% True False 25,633
20 93.71 85.31 8.40 9.0% 1.45 1.5% 98% True False 31,565
40 93.71 82.46 11.25 12.0% 1.60 1.7% 99% True False 26,642
60 93.71 82.46 11.25 12.0% 1.66 1.8% 99% True False 24,315
80 93.71 79.39 14.32 15.3% 1.64 1.7% 99% True False 22,750
100 93.71 75.70 18.01 19.2% 1.63 1.7% 99% True False 20,153
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 96.73
2.618 95.57
1.618 94.86
1.000 94.42
0.618 94.15
HIGH 93.71
0.618 93.44
0.500 93.36
0.382 93.27
LOW 93.00
0.618 92.56
1.000 92.29
1.618 91.85
2.618 91.14
4.250 89.98
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 93.50 93.38
PP 93.43 93.18
S1 93.36 92.99

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

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