NYMEX Light Sweet Crude Oil Future April 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 90.72 91.00 0.28 0.3% 92.93
High 91.40 92.00 0.60 0.7% 94.13
Low 89.41 90.25 0.84 0.9% 89.41
Close 90.17 91.67 1.50 1.7% 90.17
Range 1.99 1.75 -0.24 -12.1% 4.72
ATR 1.84 1.84 0.00 0.0% 0.00
Volume 119,253 134,214 14,961 12.5% 332,750
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 96.56 95.86 92.63
R3 94.81 94.11 92.15
R2 93.06 93.06 91.99
R1 92.36 92.36 91.83 92.71
PP 91.31 91.31 91.31 91.48
S1 90.61 90.61 91.51 90.96
S2 89.56 89.56 91.35
S3 87.81 88.86 91.19
S4 86.06 87.11 90.71
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 93.66 89.41 4.25 4.6% 2.47 2.7% 53% False False 88,732
10 94.13 89.41 4.72 5.1% 2.03 2.2% 48% False False 54,830
20 94.13 88.58 5.55 6.1% 1.67 1.8% 56% False False 42,284
40 94.13 81.81 12.32 13.4% 1.80 2.0% 80% False False 30,900
60 94.13 81.81 12.32 13.4% 1.70 1.9% 80% False False 24,403
80 94.13 78.63 15.50 16.9% 1.66 1.8% 84% False False 20,779
100 94.13 74.98 19.15 20.9% 1.56 1.7% 87% False False 17,650
120 94.13 74.98 19.15 20.9% 1.40 1.5% 87% False False 15,144
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 0.47
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.44
2.618 96.58
1.618 94.83
1.000 93.75
0.618 93.08
HIGH 92.00
0.618 91.33
0.500 91.13
0.382 90.92
LOW 90.25
0.618 89.17
1.000 88.50
1.618 87.42
2.618 85.67
4.250 82.81
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 91.49 91.48
PP 91.31 91.29
S1 91.13 91.10

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

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