NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 90.65 90.33 -0.32 -0.4% 91.99
High 91.09 90.97 -0.12 -0.1% 94.89
Low 89.67 89.30 -0.37 -0.4% 90.89
Close 90.10 89.94 -0.16 -0.2% 91.85
Range 1.42 1.67 0.25 17.6% 4.00
ATR 2.03 2.00 -0.03 -1.3% 0.00
Volume 218,966 219,018 52 0.0% 912,230
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 95.08 94.18 90.86
R3 93.41 92.51 90.40
R2 91.74 91.74 90.25
R1 90.84 90.84 90.09 90.46
PP 90.07 90.07 90.07 89.88
S1 89.17 89.17 89.79 88.79
S2 88.40 88.40 89.63
S3 86.73 87.50 89.48
S4 85.06 85.83 89.02
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 94.22 89.01 5.21 5.8% 2.07 2.3% 18% False False 174,045
10 94.89 87.96 6.93 7.7% 2.30 2.6% 29% False False 183,875
20 94.89 87.83 7.06 7.8% 2.01 2.2% 30% False False 152,597
40 94.89 87.83 7.06 7.8% 1.86 2.1% 30% False False 100,959
60 94.89 81.81 13.08 14.5% 1.88 2.1% 62% False False 74,035
80 94.89 81.81 13.08 14.5% 1.78 2.0% 62% False False 58,570
100 94.89 78.63 16.26 18.1% 1.73 1.9% 70% False False 48,825
120 94.89 74.98 19.91 22.1% 1.64 1.8% 75% False False 41,644
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 0.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.07
2.618 95.34
1.618 93.67
1.000 92.64
0.618 92.00
HIGH 90.97
0.618 90.33
0.500 90.14
0.382 89.94
LOW 89.30
0.618 88.27
1.000 87.63
1.618 86.60
2.618 84.93
4.250 82.20
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 90.14 90.13
PP 90.07 90.06
S1 90.01 90.00

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

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