NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 87.07 88.27 1.20 1.4% 82.31
High 88.67 89.10 0.43 0.5% 88.04
Low 86.70 88.01 1.31 1.5% 82.14
Close 88.29 88.28 -0.01 0.0% 87.48
Range 1.97 1.09 -0.88 -44.7% 5.90
ATR 1.91 1.85 -0.06 -3.1% 0.00
Volume 142,691 202,436 59,745 41.9% 458,377
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 91.73 91.10 88.88
R3 90.64 90.01 88.58
R2 89.55 89.55 88.48
R1 88.92 88.92 88.38 89.24
PP 88.46 88.46 88.46 88.62
S1 87.83 87.83 88.18 88.15
S2 87.37 87.37 88.08
S3 86.28 86.74 87.98
S4 85.19 85.65 87.68
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 103.59 101.43 90.73
R3 97.69 95.53 89.10
R2 91.79 91.79 88.56
R1 89.63 89.63 88.02 90.71
PP 85.89 85.89 85.89 86.43
S1 83.73 83.73 86.94 84.81
S2 79.99 79.99 86.40
S3 74.09 77.83 85.86
S4 68.19 71.93 84.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.10 86.10 3.00 3.4% 1.64 1.9% 73% True False 132,237
10 89.10 81.33 7.77 8.8% 1.74 2.0% 89% True False 108,908
20 89.10 80.63 8.47 9.6% 1.97 2.2% 90% True False 90,270
40 89.10 76.41 12.69 14.4% 1.94 2.2% 94% True False 77,788
60 89.10 73.12 15.98 18.1% 1.89 2.1% 95% True False 62,322
80 89.10 73.12 15.98 18.1% 1.82 2.1% 95% True False 49,256
100 89.10 73.12 15.98 18.1% 1.81 2.1% 95% True False 40,416
120 89.10 72.06 17.04 19.3% 1.79 2.0% 95% True False 34,489
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 93.73
2.618 91.95
1.618 90.86
1.000 90.19
0.618 89.77
HIGH 89.10
0.618 88.68
0.500 88.56
0.382 88.43
LOW 88.01
0.618 87.34
1.000 86.92
1.618 86.25
2.618 85.16
4.250 83.38
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 88.56 88.05
PP 88.46 87.83
S1 88.37 87.60

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

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