NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 91.50 89.29 -2.21 -2.4% 91.07
High 92.07 90.84 -1.23 -1.3% 92.06
Low 88.36 88.10 -0.26 -0.3% 89.02
Close 89.38 90.30 0.92 1.0% 91.38
Range 3.71 2.74 -0.97 -26.1% 3.04
ATR 1.85 1.92 0.06 3.4% 0.00
Volume 392,563 398,646 6,083 1.5% 687,547
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 97.97 96.87 91.81
R3 95.23 94.13 91.05
R2 92.49 92.49 90.80
R1 91.39 91.39 90.55 91.94
PP 89.75 89.75 89.75 90.02
S1 88.65 88.65 90.05 89.20
S2 87.01 87.01 89.80
S3 84.27 85.91 89.55
S4 81.53 83.17 88.79
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 99.94 98.70 93.05
R3 96.90 95.66 92.22
R2 93.86 93.86 91.94
R1 92.62 92.62 91.66 93.24
PP 90.82 90.82 90.82 91.13
S1 89.58 89.58 91.10 90.20
S2 87.78 87.78 90.82
S3 84.74 86.54 90.54
S4 81.70 83.50 89.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.57 88.10 4.47 5.0% 2.64 2.9% 49% False True 268,454
10 92.57 88.10 4.47 5.0% 1.85 2.0% 49% False True 198,526
20 92.57 87.43 5.14 5.7% 1.73 1.9% 56% False False 185,165
40 92.57 80.89 11.68 12.9% 1.93 2.1% 81% False False 126,572
60 92.57 80.89 11.68 12.9% 1.91 2.1% 81% False False 95,111
80 92.57 77.34 15.23 16.9% 1.87 2.1% 85% False False 77,674
100 92.57 73.76 18.81 20.8% 1.81 2.0% 88% False False 64,289
120 92.57 73.76 18.81 20.8% 1.74 1.9% 88% False False 54,419
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 False
Stretch 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.49
2.618 98.01
1.618 95.27
1.000 93.58
0.618 92.53
HIGH 90.84
0.618 89.79
0.500 89.47
0.382 89.15
LOW 88.10
0.618 86.41
1.000 85.36
1.618 83.67
2.618 80.93
4.250 76.46
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 90.02 90.34
PP 89.75 90.32
S1 89.47 90.31

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

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