NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 11-Jan-2011
Day Change Summary
Previous Current
10-Jan-2011 11-Jan-2011 Change Change % Previous Week
Open 89.00 89.31 0.31 0.3% 91.31
High 89.98 91.39 1.41 1.6% 92.57
Low 88.13 88.93 0.80 0.9% 87.25
Close 89.25 91.11 1.86 2.1% 88.03
Range 1.85 2.46 0.61 33.0% 5.32
ATR 2.00 2.03 0.03 1.7% 0.00
Volume 394,789 395,279 490 0.1% 1,825,795
Daily Pivots for day following 11-Jan-2011
Classic Woodie Camarilla DeMark
R4 97.86 96.94 92.46
R3 95.40 94.48 91.79
R2 92.94 92.94 91.56
R1 92.02 92.02 91.34 92.48
PP 90.48 90.48 90.48 90.71
S1 89.56 89.56 90.88 90.02
S2 88.02 88.02 90.66
S3 85.56 87.10 90.43
S4 83.10 84.64 89.76
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 91.39 87.25 4.14 4.5% 2.43 2.7% 93% True False 403,211
10 92.57 87.25 5.32 5.8% 2.33 2.6% 73% False False 306,726
20 92.57 87.25 5.32 5.8% 1.84 2.0% 73% False False 234,845
40 92.57 80.89 11.68 12.8% 1.96 2.2% 88% False False 161,814
60 92.57 80.89 11.68 12.8% 1.95 2.1% 88% False False 120,396
80 92.57 77.34 15.23 16.7% 1.92 2.1% 90% False False 96,910
100 92.57 73.76 18.81 20.6% 1.85 2.0% 92% False False 80,218
120 92.57 73.76 18.81 20.6% 1.78 1.9% 92% False False 67,770
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 0.56
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.85
2.618 97.83
1.618 95.37
1.000 93.85
0.618 92.91
HIGH 91.39
0.618 90.45
0.500 90.16
0.382 89.87
LOW 88.93
0.618 87.41
1.000 86.47
1.618 84.95
2.618 82.49
4.250 78.48
Fisher Pivots for day following 11-Jan-2011
Pivot 1 day 3 day
R1 90.79 90.51
PP 90.48 89.92
S1 90.16 89.32

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

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