NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 91.51 91.34 -0.17 -0.2% 89.00
High 91.90 92.10 0.20 0.2% 92.39
Low 90.55 90.47 -0.08 -0.1% 88.13
Close 91.38 90.86 -0.52 -0.6% 91.54
Range 1.35 1.63 0.28 20.7% 4.26
ATR 1.90 1.88 -0.02 -1.0% 0.00
Volume 313,331 71,632 -241,699 -77.1% 1,745,273
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 96.03 95.08 91.76
R3 94.40 93.45 91.31
R2 92.77 92.77 91.16
R1 91.82 91.82 91.01 91.48
PP 91.14 91.14 91.14 90.98
S1 90.19 90.19 90.71 89.85
S2 89.51 89.51 90.56
S3 87.88 88.56 90.41
S4 86.25 86.93 89.96
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 90.10 2.29 2.5% 1.56 1.7% 33% False False 268,033
10 92.39 87.25 5.14 5.7% 1.99 2.2% 70% False False 335,622
20 92.57 87.25 5.32 5.9% 1.84 2.0% 68% False False 255,912
40 92.57 80.89 11.68 12.9% 1.90 2.1% 85% False False 187,650
60 92.57 80.89 11.68 12.9% 1.86 2.0% 85% False False 139,940
80 92.57 78.14 14.43 15.9% 1.91 2.1% 88% False False 112,348
100 92.57 76.29 16.28 17.9% 1.86 2.0% 89% False False 93,304
120 92.57 73.76 18.81 20.7% 1.78 2.0% 91% False False 78,734
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.03
2.618 96.37
1.618 94.74
1.000 93.73
0.618 93.11
HIGH 92.10
0.618 91.48
0.500 91.29
0.382 91.09
LOW 90.47
0.618 89.46
1.000 88.84
1.618 87.83
2.618 86.20
4.250 83.54
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 91.29 91.10
PP 91.14 91.02
S1 91.00 90.94

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

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