NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 90.31 91.55 1.24 1.4% 91.85
High 91.97 91.83 -0.14 -0.2% 92.85
Low 89.12 89.20 0.08 0.1% 89.88
Close 91.42 89.75 -1.67 -1.8% 92.22
Range 2.85 2.63 -0.22 -7.7% 2.97
ATR 1.87 1.92 0.05 2.9% 0.00
Volume 146,287 159,540 13,253 9.1% 215,723
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 98.15 96.58 91.20
R3 95.52 93.95 90.47
R2 92.89 92.89 90.23
R1 91.32 91.32 89.99 90.79
PP 90.26 90.26 90.26 90.00
S1 88.69 88.69 89.51 88.16
S2 87.63 87.63 89.27
S3 85.00 86.06 89.03
S4 82.37 83.43 88.30
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 100.56 99.36 93.85
R3 97.59 96.39 93.04
R2 94.62 94.62 92.76
R1 93.42 93.42 92.49 94.02
PP 91.65 91.65 91.65 91.95
S1 90.45 90.45 91.95 91.05
S2 88.68 88.68 91.68
S3 85.71 87.48 91.40
S4 82.74 84.51 90.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.44 89.12 4.32 4.8% 2.67 3.0% 15% False False 101,869
10 93.44 89.12 4.32 4.8% 2.00 2.2% 15% False False 71,588
20 93.44 88.07 5.37 6.0% 1.73 1.9% 31% False False 69,977
40 93.44 81.41 12.03 13.4% 1.88 2.1% 69% False False 56,181
60 93.44 81.41 12.03 13.4% 1.86 2.1% 69% False False 44,931
80 93.44 78.05 15.39 17.1% 1.82 2.0% 76% False False 38,554
100 93.44 74.29 19.15 21.3% 1.77 2.0% 81% False False 32,909
120 93.44 74.29 19.15 21.3% 1.71 1.9% 81% False False 28,161
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.01
2.618 98.72
1.618 96.09
1.000 94.46
0.618 93.46
HIGH 91.83
0.618 90.83
0.500 90.52
0.382 90.20
LOW 89.20
0.618 87.57
1.000 86.57
1.618 84.94
2.618 82.31
4.250 78.02
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 90.52 91.04
PP 90.26 90.61
S1 90.01 90.18

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

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