NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 91.31 91.50 0.19 0.2% 91.07
High 92.57 92.07 -0.50 -0.5% 92.06
Low 91.21 88.36 -2.85 -3.1% 89.02
Close 91.55 89.38 -2.17 -2.4% 91.38
Range 1.36 3.71 2.35 172.8% 3.04
ATR 1.71 1.85 0.14 8.4% 0.00
Volume 207,243 392,563 185,320 89.4% 687,547
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 101.07 98.93 91.42
R3 97.36 95.22 90.40
R2 93.65 93.65 90.06
R1 91.51 91.51 89.72 90.73
PP 89.94 89.94 89.94 89.54
S1 87.80 87.80 89.04 87.02
S2 86.23 86.23 88.70
S3 82.52 84.09 88.36
S4 78.81 80.38 87.34
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 88.36 4.21 4.7% 2.24 2.5% 24% False True 210,240
10 92.57 88.36 4.21 4.7% 1.68 1.9% 24% False True 176,203
20 92.57 87.43 5.14 5.8% 1.72 1.9% 38% False False 171,145
40 92.57 80.89 11.68 13.1% 1.90 2.1% 73% False False 117,776
60 92.57 80.89 11.68 13.1% 1.88 2.1% 73% False False 89,065
80 92.57 77.34 15.23 17.0% 1.85 2.1% 79% False False 72,981
100 92.57 73.76 18.81 21.0% 1.80 2.0% 83% False False 60,378
120 92.57 73.76 18.81 21.0% 1.73 1.9% 83% False False 51,111
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 107.84
2.618 101.78
1.618 98.07
1.000 95.78
0.618 94.36
HIGH 92.07
0.618 90.65
0.500 90.22
0.382 89.78
LOW 88.36
0.618 86.07
1.000 84.65
1.618 82.36
2.618 78.65
4.250 72.59
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 90.22 90.47
PP 89.94 90.10
S1 89.66 89.74

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

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