NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 03-Feb-2011
Day Change Summary
Previous Current
02-Feb-2011 03-Feb-2011 Change Change % Previous Week
Open 90.51 90.93 0.42 0.5% 89.26
High 91.78 92.05 0.27 0.3% 89.73
Low 90.10 90.00 -0.10 -0.1% 85.11
Close 90.86 90.54 -0.32 -0.4% 89.34
Range 1.68 2.05 0.37 22.0% 4.62
ATR 2.20 2.19 -0.01 -0.5% 0.00
Volume 297,784 276,739 -21,045 -7.1% 1,887,026
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 97.01 95.83 91.67
R3 94.96 93.78 91.10
R2 92.91 92.91 90.92
R1 91.73 91.73 90.73 91.30
PP 90.86 90.86 90.86 90.65
S1 89.68 89.68 90.35 89.25
S2 88.81 88.81 90.16
S3 86.76 87.63 89.98
S4 84.71 85.58 89.41
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% 2.96 3.3% 70% False False 382,775
10 92.84 85.11 7.73 8.5% 2.42 2.7% 70% False False 351,929
20 93.46 85.11 8.35 9.2% 2.17 2.4% 65% False False 305,273
40 93.46 85.11 8.35 9.2% 1.92 2.1% 65% False False 186,075
60 93.46 81.41 12.05 13.3% 1.96 2.2% 76% False False 136,904
80 93.46 81.41 12.05 13.3% 1.92 2.1% 76% False False 108,207
100 93.46 78.05 15.41 17.0% 1.87 2.1% 81% False False 90,527
120 93.46 74.29 19.17 21.2% 1.82 2.0% 85% False False 76,998
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.76
2.618 97.42
1.618 95.37
1.000 94.10
0.618 93.32
HIGH 92.05
0.618 91.27
0.500 91.03
0.382 90.78
LOW 90.00
0.618 88.73
1.000 87.95
1.618 86.68
2.618 84.63
4.250 81.29
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 91.03 91.23
PP 90.86 91.00
S1 90.70 90.77

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

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