NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 92.00 90.99 -1.01 -1.1% 89.00
High 92.37 91.69 -0.68 -0.7% 92.39
Low 90.75 90.10 -0.65 -0.7% 88.13
Close 91.40 91.54 0.14 0.2% 91.54
Range 1.62 1.59 -0.03 -1.9% 4.26
ATR 1.97 1.94 -0.03 -1.4% 0.00
Volume 324,074 283,261 -40,813 -12.6% 1,745,273
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 95.88 95.30 92.41
R3 94.29 93.71 91.98
R2 92.70 92.70 91.83
R1 92.12 92.12 91.69 92.41
PP 91.11 91.11 91.11 91.26
S1 90.53 90.53 91.39 90.82
S2 89.52 89.52 91.25
S3 87.93 88.94 91.10
S4 86.34 87.35 90.67
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 103.47 101.76 93.88
R3 99.21 97.50 92.71
R2 94.95 94.95 92.32
R1 93.24 93.24 91.93 94.10
PP 90.69 90.69 90.69 91.11
S1 88.98 88.98 91.15 89.84
S2 86.43 86.43 90.76
S3 82.17 84.72 90.37
S4 77.91 80.46 89.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.39 88.13 4.26 4.7% 1.82 2.0% 80% False False 349,054
10 92.57 87.25 5.32 5.8% 2.20 2.4% 81% False False 357,106
20 92.57 87.25 5.32 5.8% 1.85 2.0% 81% False False 258,223
40 92.57 80.89 11.68 12.8% 1.93 2.1% 91% False False 181,898
60 92.57 80.89 11.68 12.8% 1.87 2.0% 91% False False 134,790
80 92.57 77.34 15.23 16.6% 1.91 2.1% 93% False False 108,142
100 92.57 73.76 18.81 20.5% 1.86 2.0% 95% False False 89,590
120 92.57 73.76 18.81 20.5% 1.78 1.9% 95% False False 75,636
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.57
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 98.45
2.618 95.85
1.618 94.26
1.000 93.28
0.618 92.67
HIGH 91.69
0.618 91.08
0.500 90.90
0.382 90.71
LOW 90.10
0.618 89.12
1.000 88.51
1.618 87.53
2.618 85.94
4.250 83.34
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 91.33 91.44
PP 91.11 91.34
S1 90.90 91.25

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

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