NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 90.60 90.65 0.05 0.1% 91.99
High 91.24 91.09 -0.15 -0.2% 94.89
Low 89.01 89.67 0.66 0.7% 90.89
Close 90.24 90.10 -0.14 -0.2% 91.85
Range 2.23 1.42 -0.81 -36.3% 4.00
ATR 2.07 2.03 -0.05 -2.2% 0.00
Volume 158,279 218,966 60,687 38.3% 912,230
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 94.55 93.74 90.88
R3 93.13 92.32 90.49
R2 91.71 91.71 90.36
R1 90.90 90.90 90.23 90.60
PP 90.29 90.29 90.29 90.13
S1 89.48 89.48 89.97 89.18
S2 88.87 88.87 89.84
S3 87.45 88.06 89.71
S4 86.03 86.64 89.32
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% 19% False False 159,515
10 94.89 87.96 6.93 7.7% 2.30 2.5% 31% False False 177,089
20 94.89 87.83 7.06 7.8% 2.00 2.2% 32% False False 146,762
40 94.89 87.83 7.06 7.8% 1.84 2.0% 32% False False 96,149
60 94.89 81.81 13.08 14.5% 1.87 2.1% 63% False False 70,597
80 94.89 81.81 13.08 14.5% 1.78 2.0% 63% False False 55,941
100 94.89 78.63 16.26 18.0% 1.73 1.9% 71% False False 46,716
120 94.89 74.98 19.91 22.1% 1.63 1.8% 76% False False 39,835
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.13
2.618 94.81
1.618 93.39
1.000 92.51
0.618 91.97
HIGH 91.09
0.618 90.55
0.500 90.38
0.382 90.21
LOW 89.67
0.618 88.79
1.000 88.25
1.618 87.37
2.618 85.95
4.250 83.64
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 90.38 90.72
PP 90.29 90.51
S1 90.19 90.31

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

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