NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 92.54 92.21 -0.33 -0.4% 93.77
High 92.70 93.48 0.78 0.8% 95.02
Low 90.80 91.70 0.90 1.0% 90.80
Close 91.59 93.26 1.67 1.8% 91.59
Range 1.90 1.78 -0.12 -6.3% 4.22
ATR 1.76 1.77 0.01 0.5% 0.00
Volume 83,481 71,444 -12,037 -14.4% 253,666
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 98.15 97.49 94.24
R3 96.37 95.71 93.75
R2 94.59 94.59 93.59
R1 93.93 93.93 93.42 94.26
PP 92.81 92.81 92.81 92.98
S1 92.15 92.15 93.10 92.48
S2 91.03 91.03 92.93
S3 89.25 90.37 92.77
S4 87.47 88.59 92.28
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 105.13 102.58 93.91
R3 100.91 98.36 92.75
R2 96.69 96.69 92.36
R1 94.14 94.14 91.98 93.31
PP 92.47 92.47 92.47 92.05
S1 89.92 89.92 91.20 89.09
S2 88.25 88.25 90.82
S3 84.03 85.70 90.43
S4 79.81 81.48 89.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.68 90.80 3.88 4.2% 2.35 2.5% 63% False False 60,966
10 95.02 90.80 4.22 4.5% 1.95 2.1% 58% False False 39,488
20 95.02 89.24 5.78 6.2% 1.57 1.7% 70% False False 33,162
40 95.02 82.46 12.56 13.5% 1.74 1.9% 86% False False 31,458
60 95.02 82.46 12.56 13.5% 1.72 1.8% 86% False False 27,228
80 95.02 79.39 15.63 16.8% 1.72 1.8% 89% False False 25,751
100 95.02 75.70 19.32 20.7% 1.67 1.8% 91% False False 23,203
120 95.02 75.70 19.32 20.7% 1.66 1.8% 91% False False 20,643
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.39
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 101.05
2.618 98.14
1.618 96.36
1.000 95.26
0.618 94.58
HIGH 93.48
0.618 92.80
0.500 92.59
0.382 92.38
LOW 91.70
0.618 90.60
1.000 89.92
1.618 88.82
2.618 87.04
4.250 84.14
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 93.04 93.01
PP 92.81 92.77
S1 92.59 92.52

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

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