NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 88.18 89.00 0.82 0.9% 91.31
High 89.48 89.98 0.50 0.6% 92.57
Low 87.25 88.13 0.88 1.0% 87.25
Close 88.03 89.25 1.22 1.4% 88.03
Range 2.23 1.85 -0.38 -17.0% 5.32
ATR 2.00 2.00 0.00 -0.2% 0.00
Volume 420,106 394,789 -25,317 -6.0% 1,825,795
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 94.67 93.81 90.27
R3 92.82 91.96 89.76
R2 90.97 90.97 89.59
R1 90.11 90.11 89.42 90.54
PP 89.12 89.12 89.12 89.34
S1 88.26 88.26 89.08 88.69
S2 87.27 87.27 88.91
S3 85.42 86.41 88.74
S4 83.57 84.56 88.23
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 105.24 101.96 90.96
R3 99.92 96.64 89.49
R2 94.60 94.60 89.01
R1 91.32 91.32 88.52 90.30
PP 89.28 89.28 89.28 88.78
S1 86.00 86.00 87.54 84.98
S2 83.96 83.96 87.05
S3 78.64 80.68 86.57
S4 73.32 75.36 85.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.07 87.25 4.82 5.4% 2.68 3.0% 41% False False 402,668
10 92.57 87.25 5.32 6.0% 2.18 2.4% 38% False False 276,312
20 92.57 87.25 5.32 6.0% 1.82 2.0% 38% False False 220,965
40 92.57 80.89 11.68 13.1% 1.98 2.2% 72% False False 153,616
60 92.57 80.89 11.68 13.1% 1.95 2.2% 72% False False 114,291
80 92.57 77.34 15.23 17.1% 1.91 2.1% 78% False False 92,169
100 92.57 73.76 18.81 21.1% 1.84 2.1% 82% False False 76,355
120 92.57 73.76 18.81 21.1% 1.77 2.0% 82% False False 64,535
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.52
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.84
2.618 94.82
1.618 92.97
1.000 91.83
0.618 91.12
HIGH 89.98
0.618 89.27
0.500 89.06
0.382 88.84
LOW 88.13
0.618 86.99
1.000 86.28
1.618 85.14
2.618 83.29
4.250 80.27
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 89.19 89.16
PP 89.12 89.07
S1 89.06 88.98

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

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