NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 89.58 90.11 0.53 0.6% 92.12
High 90.52 91.00 0.48 0.5% 93.44
Low 88.45 89.28 0.83 0.9% 88.45
Close 89.22 90.58 1.36 1.5% 89.22
Range 2.07 1.72 -0.35 -16.9% 4.99
ATR 1.93 1.92 -0.01 -0.6% 0.00
Volume 216,028 263,239 47,211 21.9% 650,770
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 95.45 94.73 91.53
R3 93.73 93.01 91.05
R2 92.01 92.01 90.90
R1 91.29 91.29 90.74 91.65
PP 90.29 90.29 90.29 90.47
S1 89.57 89.57 90.42 89.93
S2 88.57 88.57 90.26
S3 86.85 87.85 90.11
S4 85.13 86.13 89.63
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 92.95 88.45 4.50 5.0% 2.56 2.8% 47% False False 172,537
10 93.44 88.45 4.99 5.5% 2.12 2.3% 43% False False 108,633
20 93.44 88.07 5.37 5.9% 1.75 1.9% 47% False False 86,938
40 93.44 81.41 12.03 13.3% 1.90 2.1% 76% False False 66,550
60 93.44 81.41 12.03 13.3% 1.87 2.1% 76% False False 52,311
80 93.44 78.05 15.39 17.0% 1.84 2.0% 81% False False 44,061
100 93.44 74.29 19.15 21.1% 1.78 2.0% 85% False False 37,578
120 93.44 74.29 19.15 21.1% 1.71 1.9% 85% False False 32,109
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.51
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 98.31
2.618 95.50
1.618 93.78
1.000 92.72
0.618 92.06
HIGH 91.00
0.618 90.34
0.500 90.14
0.382 89.94
LOW 89.28
0.618 88.22
1.000 87.56
1.618 86.50
2.618 84.78
4.250 81.97
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 90.43 90.43
PP 90.29 90.29
S1 90.14 90.14

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

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