NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 93.38 91.83 -1.55 -1.7% 93.75
High 93.49 92.11 -1.38 -1.5% 94.66
Low 91.42 90.21 -1.21 -1.3% 90.21
Close 91.84 90.98 -0.86 -0.9% 90.98
Range 2.07 1.90 -0.17 -8.2% 4.45
ATR 1.72 1.73 0.01 0.7% 0.00
Volume 55,941 81,872 25,931 46.4% 214,800
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 96.80 95.79 92.03
R3 94.90 93.89 91.50
R2 93.00 93.00 91.33
R1 91.99 91.99 91.15 91.55
PP 91.10 91.10 91.10 90.88
S1 90.09 90.09 90.81 89.65
S2 89.20 89.20 90.63
S3 87.30 88.19 90.46
S4 85.40 86.29 89.94
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 105.30 102.59 93.43
R3 100.85 98.14 92.20
R2 96.40 96.40 91.80
R1 93.69 93.69 91.39 92.82
PP 91.95 91.95 91.95 91.52
S1 89.24 89.24 90.57 88.37
S2 87.50 87.50 90.16
S3 83.05 84.79 89.76
S4 78.60 80.34 88.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.66 90.21 4.45 4.9% 2.25 2.5% 17% False True 42,960
10 94.66 90.21 4.45 4.9% 1.89 2.1% 17% False True 28,579
20 94.66 88.68 5.98 6.6% 1.58 1.7% 38% False False 23,500
40 94.66 82.22 12.44 13.7% 1.62 1.8% 70% False False 17,945
60 94.66 82.22 12.44 13.7% 1.53 1.7% 70% False False 14,474
80 94.66 79.39 15.27 16.8% 1.41 1.5% 76% False False 12,425
100 94.66 75.91 18.75 20.6% 1.27 1.4% 80% False False 10,723
120 94.66 75.91 18.75 20.6% 1.14 1.3% 80% False False 9,237
Crabel Price Patterns
NR True
NR4 True
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 0.40
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.19
2.618 97.08
1.618 95.18
1.000 94.01
0.618 93.28
HIGH 92.11
0.618 91.38
0.500 91.16
0.382 90.94
LOW 90.21
0.618 89.04
1.000 88.31
1.618 87.14
2.618 85.24
4.250 82.14
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 91.16 91.94
PP 91.10 91.62
S1 91.04 91.30

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

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