NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 89.29 90.47 1.18 1.3% 91.07
High 90.84 90.71 -0.13 -0.1% 92.06
Low 88.10 87.85 -0.25 -0.3% 89.02
Close 90.30 88.38 -1.92 -2.1% 91.38
Range 2.74 2.86 0.12 4.4% 3.04
ATR 1.92 1.98 0.07 3.5% 0.00
Volume 398,646 407,237 8,591 2.2% 687,547
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 97.56 95.83 89.95
R3 94.70 92.97 89.17
R2 91.84 91.84 88.90
R1 90.11 90.11 88.64 89.55
PP 88.98 88.98 88.98 88.70
S1 87.25 87.25 88.12 86.69
S2 86.12 86.12 87.86
S3 83.26 84.39 87.59
S4 80.40 81.53 86.81
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 87.85 4.72 5.3% 2.74 3.1% 11% False True 310,735
10 92.57 87.85 4.72 5.3% 2.04 2.3% 11% False True 222,084
20 92.57 87.43 5.14 5.8% 1.79 2.0% 18% False False 196,139
40 92.57 80.89 11.68 13.2% 1.95 2.2% 64% False False 135,973
60 92.57 80.89 11.68 13.2% 1.93 2.2% 64% False False 101,510
80 92.57 77.34 15.23 17.2% 1.89 2.1% 72% False False 82,491
100 92.57 73.76 18.81 21.3% 1.83 2.1% 78% False False 68,333
120 92.57 73.76 18.81 21.3% 1.75 2.0% 78% False False 57,797
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.87
2.618 98.20
1.618 95.34
1.000 93.57
0.618 92.48
HIGH 90.71
0.618 89.62
0.500 89.28
0.382 88.94
LOW 87.85
0.618 86.08
1.000 84.99
1.618 83.22
2.618 80.36
4.250 75.70
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 89.28 89.96
PP 88.98 89.43
S1 88.68 88.91

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

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