NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 92.20 90.51 -1.69 -1.8% 89.26
High 92.45 91.78 -0.67 -0.7% 89.73
Low 90.44 90.10 -0.34 -0.4% 85.11
Close 90.77 90.86 0.09 0.1% 89.34
Range 2.01 1.68 -0.33 -16.4% 4.62
ATR 2.24 2.20 -0.04 -1.8% 0.00
Volume 374,742 297,784 -76,958 -20.5% 1,887,026
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 95.95 95.09 91.78
R3 94.27 93.41 91.32
R2 92.59 92.59 91.17
R1 91.73 91.73 91.01 92.16
PP 90.91 90.91 90.91 91.13
S1 90.05 90.05 90.71 90.48
S2 89.23 89.23 90.55
S3 87.55 88.37 90.40
S4 85.87 86.69 89.94
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 101.92 100.25 91.88
R3 97.30 95.63 90.61
R2 92.68 92.68 90.19
R1 91.01 91.01 89.76 91.85
PP 88.06 88.06 88.06 88.48
S1 86.39 86.39 88.92 87.23
S2 83.44 83.44 88.49
S3 78.82 81.77 88.07
S4 74.20 77.15 86.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.84 85.11 7.73 8.5% 3.00 3.3% 74% False False 397,055
10 92.84 85.11 7.73 8.5% 2.51 2.8% 74% False False 366,981
20 93.46 85.11 8.35 9.2% 2.21 2.4% 69% False False 298,750
40 93.46 85.11 8.35 9.2% 1.93 2.1% 69% False False 180,761
60 93.46 81.41 12.05 13.3% 1.95 2.1% 78% False False 132,819
80 93.46 81.41 12.05 13.3% 1.91 2.1% 78% False False 105,003
100 93.46 78.05 15.41 17.0% 1.86 2.1% 83% False False 87,987
120 93.46 74.29 19.17 21.1% 1.81 2.0% 86% False False 74,763
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.40
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 98.92
2.618 96.18
1.618 94.50
1.000 93.46
0.618 92.82
HIGH 91.78
0.618 91.14
0.500 90.94
0.382 90.74
LOW 90.10
0.618 89.06
1.000 88.42
1.618 87.38
2.618 85.70
4.250 82.96
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 90.94 90.78
PP 90.91 90.70
S1 90.89 90.62

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

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