NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 91.18 92.00 0.82 0.9% 91.31
High 92.39 92.37 -0.02 0.0% 92.57
Low 90.79 90.75 -0.04 0.0% 87.25
Close 91.86 91.40 -0.46 -0.5% 88.03
Range 1.60 1.62 0.02 1.3% 5.32
ATR 2.00 1.97 -0.03 -1.4% 0.00
Volume 347,870 324,074 -23,796 -6.8% 1,825,795
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 96.37 95.50 92.29
R3 94.75 93.88 91.85
R2 93.13 93.13 91.70
R1 92.26 92.26 91.55 91.89
PP 91.51 91.51 91.51 91.32
S1 90.64 90.64 91.25 90.27
S2 89.89 89.89 91.10
S3 88.27 89.02 90.95
S4 86.65 87.40 90.51
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 92.39 87.25 5.14 5.6% 1.95 2.1% 81% False False 376,423
10 92.57 87.25 5.32 5.8% 2.34 2.6% 78% False False 343,579
20 92.57 87.25 5.32 5.8% 1.83 2.0% 78% False False 253,757
40 92.57 80.89 11.68 12.8% 1.95 2.1% 90% False False 176,184
60 92.57 80.89 11.68 12.8% 1.89 2.1% 90% False False 130,730
80 92.57 77.34 15.23 16.7% 1.91 2.1% 92% False False 104,908
100 92.57 73.76 18.81 20.6% 1.86 2.0% 94% False False 86,817
120 92.57 73.76 18.81 20.6% 1.79 2.0% 94% False False 73,303
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 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.26
2.618 96.61
1.618 94.99
1.000 93.99
0.618 93.37
HIGH 92.37
0.618 91.75
0.500 91.56
0.382 91.37
LOW 90.75
0.618 89.75
1.000 89.13
1.618 88.13
2.618 86.51
4.250 83.87
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 91.56 91.15
PP 91.51 90.91
S1 91.45 90.66

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

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