NYMEX Light Sweet Crude Oil Future April 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 92.51 90.72 -1.79 -1.9% 92.93
High 92.79 91.40 -1.39 -1.5% 94.13
Low 90.40 89.41 -0.99 -1.1% 89.41
Close 90.90 90.17 -0.73 -0.8% 90.17
Range 2.39 1.99 -0.40 -16.7% 4.72
ATR 1.83 1.84 0.01 0.6% 0.00
Volume 87,233 119,253 32,020 36.7% 332,750
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 96.30 95.22 91.26
R3 94.31 93.23 90.72
R2 92.32 92.32 90.53
R1 91.24 91.24 90.35 90.79
PP 90.33 90.33 90.33 90.10
S1 89.25 89.25 89.99 88.80
S2 88.34 88.34 89.81
S3 86.35 87.26 89.62
S4 84.36 85.27 89.08
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 105.40 102.50 92.77
R3 100.68 97.78 91.47
R2 95.96 95.96 91.04
R1 93.06 93.06 90.60 92.15
PP 91.24 91.24 91.24 90.78
S1 88.34 88.34 89.74 87.43
S2 86.52 86.52 89.30
S3 81.80 83.62 88.87
S4 77.08 78.90 87.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.13 89.41 4.72 5.2% 2.39 2.6% 16% False True 66,550
10 94.13 89.41 4.72 5.2% 1.98 2.2% 16% False True 43,114
20 94.13 88.43 5.70 6.3% 1.67 1.8% 31% False False 36,805
40 94.13 81.81 12.32 13.7% 1.77 2.0% 68% False False 28,005
60 94.13 81.81 12.32 13.7% 1.70 1.9% 68% False False 22,289
80 94.13 78.63 15.50 17.2% 1.65 1.8% 74% False False 19,226
100 94.13 74.98 19.15 21.2% 1.55 1.7% 79% False False 16,362
120 94.13 74.98 19.15 21.2% 1.39 1.5% 79% False False 14,047
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 0.42
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.86
2.618 96.61
1.618 94.62
1.000 93.39
0.618 92.63
HIGH 91.40
0.618 90.64
0.500 90.41
0.382 90.17
LOW 89.41
0.618 88.18
1.000 87.42
1.618 86.19
2.618 84.20
4.250 80.95
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 90.41 91.17
PP 90.33 90.83
S1 90.25 90.50

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

View Archives - Comment on this page... - Back to Index of Symbols