NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 91.34 90.70 -0.64 -0.7% 89.00
High 92.10 90.86 -1.24 -1.3% 92.39
Low 90.47 88.00 -2.47 -2.7% 88.13
Close 90.86 88.86 -2.00 -2.2% 91.54
Range 1.63 2.86 1.23 75.5% 4.26
ATR 1.88 1.95 0.07 3.7% 0.00
Volume 71,632 18,773 -52,859 -73.8% 1,745,273
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 97.82 96.20 90.43
R3 94.96 93.34 89.65
R2 92.10 92.10 89.38
R1 90.48 90.48 89.12 89.86
PP 89.24 89.24 89.24 88.93
S1 87.62 87.62 88.60 87.00
S2 86.38 86.38 88.34
S3 83.52 84.76 88.07
S4 80.66 81.90 87.29
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 92.37 88.00 4.37 4.9% 1.81 2.0% 20% False True 202,214
10 92.39 87.25 5.14 5.8% 2.01 2.3% 31% False False 297,635
20 92.57 87.25 5.32 6.0% 1.93 2.2% 30% False False 248,080
40 92.57 80.89 11.68 13.1% 1.92 2.2% 68% False False 186,414
60 92.57 80.89 11.68 13.1% 1.88 2.1% 68% False False 139,962
80 92.57 78.26 14.31 16.1% 1.93 2.2% 74% False False 112,299
100 92.57 76.61 15.96 18.0% 1.86 2.1% 77% False False 93,330
120 92.57 73.76 18.81 21.2% 1.79 2.0% 80% False False 78,854
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 103.02
2.618 98.35
1.618 95.49
1.000 93.72
0.618 92.63
HIGH 90.86
0.618 89.77
0.500 89.43
0.382 89.09
LOW 88.00
0.618 86.23
1.000 85.14
1.618 83.37
2.618 80.51
4.250 75.85
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 89.43 90.05
PP 89.24 89.65
S1 89.05 89.26

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

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