NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 89.67 91.31 1.64 1.8% 91.07
High 92.06 92.57 0.51 0.6% 92.06
Low 89.05 91.21 2.16 2.4% 89.02
Close 91.38 91.55 0.17 0.2% 91.38
Range 3.01 1.36 -1.65 -54.8% 3.04
ATR 1.74 1.71 -0.03 -1.5% 0.00
Volume 147,986 207,243 59,257 40.0% 687,547
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 95.86 95.06 92.30
R3 94.50 93.70 91.92
R2 93.14 93.14 91.80
R1 92.34 92.34 91.67 92.74
PP 91.78 91.78 91.78 91.98
S1 90.98 90.98 91.43 91.38
S2 90.42 90.42 91.30
S3 89.06 89.62 91.18
S4 87.70 88.26 90.80
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 99.94 98.70 93.05
R3 96.90 95.66 92.22
R2 93.86 93.86 91.94
R1 92.62 92.62 91.66 93.24
PP 90.82 90.82 90.82 91.13
S1 89.58 89.58 91.10 90.20
S2 87.78 87.78 90.82
S3 84.74 86.54 90.54
S4 81.70 83.50 89.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.57 89.02 3.55 3.9% 1.68 1.8% 71% True False 149,956
10 92.57 87.73 4.84 5.3% 1.49 1.6% 79% True False 162,329
20 92.57 87.43 5.14 5.6% 1.59 1.7% 80% True False 157,042
40 92.57 80.89 11.68 12.8% 1.84 2.0% 91% True False 109,132
60 92.57 80.89 11.68 12.8% 1.87 2.0% 91% True False 83,048
80 92.57 77.34 15.23 16.6% 1.82 2.0% 93% True False 68,203
100 92.57 73.76 18.81 20.5% 1.79 2.0% 95% True False 56,506
120 92.57 73.76 18.81 20.5% 1.71 1.9% 95% True False 47,857
Crabel Price Patterns
NR True
NR4 False
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 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.35
2.618 96.13
1.618 94.77
1.000 93.93
0.618 93.41
HIGH 92.57
0.618 92.05
0.500 91.89
0.382 91.73
LOW 91.21
0.618 90.37
1.000 89.85
1.618 89.01
2.618 87.65
4.250 85.43
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 91.89 91.30
PP 91.78 91.05
S1 91.66 90.80

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

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