NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 93.23 92.01 -1.22 -1.3% 91.99
High 94.22 92.42 -1.80 -1.9% 94.89
Low 91.19 90.41 -0.78 -0.9% 90.89
Close 91.85 90.64 -1.21 -1.3% 91.85
Range 3.03 2.01 -1.02 -33.7% 4.00
ATR 2.06 2.06 0.00 -0.2% 0.00
Volume 127,187 146,776 19,589 15.4% 912,230
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 97.19 95.92 91.75
R3 95.18 93.91 91.19
R2 93.17 93.17 91.01
R1 91.90 91.90 90.82 91.53
PP 91.16 91.16 91.16 90.97
S1 89.89 89.89 90.46 89.52
S2 89.15 89.15 90.27
S3 87.14 87.88 90.09
S4 85.13 85.87 89.53
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 104.54 102.20 94.05
R3 100.54 98.20 92.95
R2 96.54 96.54 92.58
R1 94.20 94.20 92.22 93.37
PP 92.54 92.54 92.54 92.13
S1 90.20 90.20 91.48 89.37
S2 88.54 88.54 91.12
S3 84.54 86.20 90.75
S4 80.54 82.20 89.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.64 90.41 4.23 4.7% 1.93 2.1% 5% False True 153,734
10 94.89 87.83 7.06 7.8% 2.31 2.5% 40% False False 167,271
20 94.89 87.83 7.06 7.8% 2.02 2.2% 40% False False 138,730
40 94.89 87.83 7.06 7.8% 1.84 2.0% 40% False False 87,768
60 94.89 81.81 13.08 14.4% 1.86 2.0% 68% False False 64,914
80 94.89 81.81 13.08 14.4% 1.78 2.0% 68% False False 51,399
100 94.89 78.63 16.26 17.9% 1.72 1.9% 74% False False 43,127
120 94.89 74.98 19.91 22.0% 1.63 1.8% 79% False False 36,757
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 100.96
2.618 97.68
1.618 95.67
1.000 94.43
0.618 93.66
HIGH 92.42
0.618 91.65
0.500 91.42
0.382 91.18
LOW 90.41
0.618 89.17
1.000 88.40
1.618 87.16
2.618 85.15
4.250 81.87
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 91.42 92.53
PP 91.16 91.90
S1 90.90 91.27

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

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