NYMEX Light Sweet Crude Oil Future September 2011

Trading Metrics calculated at close of trading on 27-Dec-2010

Day Change Summary
	Previous	Current
	23-Dec-2010	27-Dec-2010	Change	Change %	Previous Week
Open	92.96	93.85	0.89	1.0%	91.20
High	93.72	93.85	0.13	0.1%	93.72
Low	92.79	93.00	0.21	0.2%	90.73
Close	93.72	93.52	-0.20	-0.2%	93.72
Range	0.93	0.85	-0.08	-8.6%	2.99
ATR
Volume	2,864	3,912	1,048	36.6%	13,600

Daily Pivots for day following 27-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	96.01	95.61	93.99
R3	95.16	94.76	93.75
R2	94.31	94.31	93.68
R1	93.91	93.91	93.60	93.69
PP	93.46	93.46	93.46	93.34
S1	93.06	93.06	93.44	92.84
S2	92.61	92.61	93.36
S3	91.76	92.21	93.29
S4	90.91	91.36	93.05

Weekly Pivots for week ending 24-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	101.69	100.70	95.36
R3	98.70	97.71	94.54
R2	95.71	95.71	94.27
R1	94.72	94.72	93.99	95.22
PP	92.72	92.72	92.72	92.97
S1	91.73	91.73	93.45	92.23
S2	89.73	89.73	93.17
S3	86.74	88.74	92.90
S4	83.75	85.75	92.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.85	90.73	3.12	3.3%	0.81	0.9%	89%	True	False	3,502
10	93.85	89.83	4.02	4.3%	0.83	0.9%	92%	True	False	4,228

Crabel Price Patterns
NR	True
NR4	False
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	True
Stretch	0.17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.46
2.618	96.08
1.618	95.23
1.000	94.70
0.618	94.38
HIGH	93.85
0.618	93.53
0.500	93.43
0.382	93.32
LOW	93.00
0.618	92.47
1.000	92.15
1.618	91.62
2.618	90.77
4.250	89.39

Fisher Pivots for day following 27-Dec-2010
Pivot	1 day	3 day
R1	93.49	93.41
PP	93.46	93.30
S1	93.43	93.19

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