NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 18-Jan-2011
Day Change Summary
Previous Current
14-Jan-2011 18-Jan-2011 Change Change % Previous Week
Open 90.99 91.51 0.52 0.6% 89.00
High 91.69 91.90 0.21 0.2% 92.39
Low 90.10 90.55 0.45 0.5% 88.13
Close 91.54 91.38 -0.16 -0.2% 91.54
Range 1.59 1.35 -0.24 -15.1% 4.26
ATR 1.94 1.90 -0.04 -2.2% 0.00
Volume 283,261 313,331 30,070 10.6% 1,745,273
Daily Pivots for day following 18-Jan-2011
Classic Woodie Camarilla DeMark
R4 95.33 94.70 92.12
R3 93.98 93.35 91.75
R2 92.63 92.63 91.63
R1 92.00 92.00 91.50 91.64
PP 91.28 91.28 91.28 91.10
S1 90.65 90.65 91.26 90.29
S2 89.93 89.93 91.13
S3 88.58 89.30 91.01
S4 87.23 87.95 90.64
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 103.47 101.76 93.88
R3 99.21 97.50 92.71
R2 94.95 94.95 92.32
R1 93.24 93.24 91.93 94.10
PP 90.69 90.69 90.69 91.11
S1 88.98 88.98 91.15 89.84
S2 86.43 86.43 90.76
S3 82.17 84.72 90.37
S4 77.91 80.46 89.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.39 88.93 3.46 3.8% 1.72 1.9% 71% False False 332,763
10 92.39 87.25 5.14 5.6% 2.20 2.4% 80% False False 367,715
20 92.57 87.25 5.32 5.8% 1.85 2.0% 78% False False 265,022
40 92.57 80.89 11.68 12.8% 1.92 2.1% 90% False False 187,779
60 92.57 80.89 11.68 12.8% 1.85 2.0% 90% False False 139,292
80 92.57 78.11 14.46 15.8% 1.91 2.1% 92% False False 111,779
100 92.57 76.24 16.33 17.9% 1.86 2.0% 93% False False 92,654
120 92.57 73.76 18.81 20.6% 1.78 2.0% 94% False False 78,207
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.60
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 97.64
2.618 95.43
1.618 94.08
1.000 93.25
0.618 92.73
HIGH 91.90
0.618 91.38
0.500 91.23
0.382 91.07
LOW 90.55
0.618 89.72
1.000 89.20
1.618 88.37
2.618 87.02
4.250 84.81
Fisher Pivots for day following 18-Jan-2011
Pivot 1 day 3 day
R1 91.33 91.33
PP 91.28 91.28
S1 91.23 91.24

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

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