NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 92.01 90.60 -1.41 -1.5% 91.99
High 92.42 91.24 -1.18 -1.3% 94.89
Low 90.41 89.01 -1.40 -1.5% 90.89
Close 90.64 90.24 -0.40 -0.4% 91.85
Range 2.01 2.23 0.22 10.9% 4.00
ATR 2.06 2.07 0.01 0.6% 0.00
Volume 146,776 158,279 11,503 7.8% 912,230
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 96.85 95.78 91.47
R3 94.62 93.55 90.85
R2 92.39 92.39 90.65
R1 91.32 91.32 90.44 90.74
PP 90.16 90.16 90.16 89.88
S1 89.09 89.09 90.04 88.51
S2 87.93 87.93 89.83
S3 85.70 86.86 89.63
S4 83.47 84.63 89.01
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 89.01 5.63 6.2% 2.10 2.3% 22% False True 149,621
10 94.89 87.85 7.04 7.8% 2.36 2.6% 34% False False 168,936
20 94.89 87.83 7.06 7.8% 2.04 2.3% 34% False False 139,934
40 94.89 87.83 7.06 7.8% 1.85 2.1% 34% False False 91,109
60 94.89 81.81 13.08 14.5% 1.88 2.1% 64% False False 67,244
80 94.89 81.81 13.08 14.5% 1.78 2.0% 64% False False 53,286
100 94.89 78.63 16.26 18.0% 1.73 1.9% 71% False False 44,610
120 94.89 74.98 19.91 22.1% 1.64 1.8% 77% False False 38,031
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.72
2.618 97.08
1.618 94.85
1.000 93.47
0.618 92.62
HIGH 91.24
0.618 90.39
0.500 90.13
0.382 89.86
LOW 89.01
0.618 87.63
1.000 86.78
1.618 85.40
2.618 83.17
4.250 79.53
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 90.20 91.62
PP 90.16 91.16
S1 90.13 90.70

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

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