NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 91.55 89.58 -1.97 -2.2% 92.12
High 91.83 90.52 -1.31 -1.4% 93.44
Low 89.20 88.45 -0.75 -0.8% 88.45
Close 89.75 89.22 -0.53 -0.6% 89.22
Range 2.63 2.07 -0.56 -21.3% 4.99
ATR 1.92 1.93 0.01 0.5% 0.00
Volume 159,540 216,028 56,488 35.4% 650,770
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 95.61 94.48 90.36
R3 93.54 92.41 89.79
R2 91.47 91.47 89.60
R1 90.34 90.34 89.41 89.87
PP 89.40 89.40 89.40 89.16
S1 88.27 88.27 89.03 87.80
S2 87.33 87.33 88.84
S3 85.26 86.20 88.65
S4 83.19 84.13 88.08
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 105.34 102.27 91.96
R3 100.35 97.28 90.59
R2 95.36 95.36 90.13
R1 92.29 92.29 89.68 91.33
PP 90.37 90.37 90.37 89.89
S1 87.30 87.30 88.76 86.34
S2 85.38 85.38 88.31
S3 80.39 82.31 87.85
S4 75.40 77.32 86.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.44 88.45 4.99 5.6% 2.49 2.8% 15% False True 130,154
10 93.44 88.45 4.99 5.6% 2.08 2.3% 15% False True 86,649
20 93.44 88.07 5.37 6.0% 1.75 2.0% 21% False False 77,428
40 93.44 81.41 12.03 13.5% 1.88 2.1% 65% False False 60,983
60 93.44 81.41 12.03 13.5% 1.88 2.1% 65% False False 48,222
80 93.44 78.05 15.39 17.2% 1.83 2.1% 73% False False 40,961
100 93.44 74.29 19.15 21.5% 1.77 2.0% 78% False False 35,047
120 93.44 74.29 19.15 21.5% 1.71 1.9% 78% False False 29,948
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.49
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.32
2.618 95.94
1.618 93.87
1.000 92.59
0.618 91.80
HIGH 90.52
0.618 89.73
0.500 89.49
0.382 89.24
LOW 88.45
0.618 87.17
1.000 86.38
1.618 85.10
2.618 83.03
4.250 79.65
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 89.49 90.21
PP 89.40 89.88
S1 89.31 89.55

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

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