NYMEX Light Sweet Crude Oil Future August 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	93.83	92.56	-1.27	-1.4%	93.67
High	93.97	94.28	0.31	0.3%	94.28
Low	92.13	92.03	-0.10	-0.1%	92.03
Close	92.73	94.23	1.50	1.6%	94.23
Range	1.84	2.25	0.41	22.3%	2.25
ATR	1.10	1.18	0.08	7.4%	0.00
Volume	4,576	6,981	2,405	52.6%	20,382

Daily Pivots for day following 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	100.26	99.50	95.47
R3	98.01	97.25	94.85
R2	95.76	95.76	94.64
R1	95.00	95.00	94.44	95.38
PP	93.51	93.51	93.51	93.71
S1	92.75	92.75	94.02	93.13
S2	91.26	91.26	93.82
S3	89.01	90.50	93.61
S4	86.76	88.25	92.99

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	100.26	99.50	95.47
R3	98.01	97.25	94.85
R2	95.76	95.76	94.64
R1	95.00	95.00	94.44	95.38
PP	93.51	93.51	93.51	93.71
S1	92.75	92.75	94.02	93.13
S2	91.26	91.26	93.82
S3	89.01	90.50	93.61
S4	86.76	88.25	92.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.28	92.03	2.25	2.4%	1.23	1.3%	98%	True	True	4,076
10	94.28	90.58	3.70	3.9%	1.08	1.1%	99%	True	False	4,073
20	94.28	89.34	4.94	5.2%	1.11	1.2%	99%	True	False	4,794

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	0.25
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	103.84
2.618	100.17
1.618	97.92
1.000	96.53
0.618	95.67
HIGH	94.28
0.618	93.42
0.500	93.16
0.382	92.89
LOW	92.03
0.618	90.64
1.000	89.78
1.618	88.39
2.618	86.14
4.250	82.47

Fisher Pivots for day following 31-Dec-2010
Pivot	1 day	3 day
R1	93.87	93.87
PP	93.51	93.51
S1	93.16	93.16

Download as Excel Spreadsheet

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

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