NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 90.93 90.63 -0.30 -0.3% 89.97
High 92.05 91.67 -0.38 -0.4% 92.84
Low 90.00 88.45 -1.55 -1.7% 88.40
Close 90.54 89.03 -1.51 -1.7% 89.03
Range 2.05 3.22 1.17 57.1% 4.44
ATR 2.19 2.26 0.07 3.4% 0.00
Volume 276,739 334,500 57,761 20.9% 1,695,062
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 99.38 97.42 90.80
R3 96.16 94.20 89.92
R2 92.94 92.94 89.62
R1 90.98 90.98 89.33 90.35
PP 89.72 89.72 89.72 89.40
S1 87.76 87.76 88.73 87.13
S2 86.50 86.50 88.44
S3 83.28 84.54 88.14
S4 80.06 81.32 87.26
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 103.41 100.66 91.47
R3 98.97 96.22 90.25
R2 94.53 94.53 89.84
R1 91.78 91.78 89.44 90.94
PP 90.09 90.09 90.09 89.67
S1 87.34 87.34 88.62 86.50
S2 85.65 85.65 88.22
S3 81.21 82.90 87.81
S4 76.77 78.46 86.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.84 88.40 4.44 5.0% 2.68 3.0% 14% False False 339,012
10 92.84 85.11 7.73 8.7% 2.61 2.9% 51% False False 358,208
20 93.46 85.11 8.35 9.4% 2.20 2.5% 47% False False 314,021
40 93.46 85.11 8.35 9.4% 1.96 2.2% 47% False False 191,999
60 93.46 81.41 12.05 13.5% 1.98 2.2% 63% False False 142,127
80 93.46 81.41 12.05 13.5% 1.94 2.2% 63% False False 112,203
100 93.46 78.05 15.41 17.3% 1.90 2.1% 71% False False 93,647
120 93.46 74.29 19.17 21.5% 1.84 2.1% 77% False False 79,761
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.52
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.36
2.618 100.10
1.618 96.88
1.000 94.89
0.618 93.66
HIGH 91.67
0.618 90.44
0.500 90.06
0.382 89.68
LOW 88.45
0.618 86.46
1.000 85.23
1.618 83.24
2.618 80.02
4.250 74.77
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 90.06 90.25
PP 89.72 89.84
S1 89.37 89.44

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

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