NYMEX Light Sweet Crude Oil Future March 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 90.45 92.12 1.67 1.8% 91.85
High 92.85 93.44 0.59 0.6% 92.85
Low 89.88 92.06 2.18 2.4% 89.88
Close 92.22 92.43 0.21 0.2% 92.22
Range 2.97 1.38 -1.59 -53.5% 2.97
ATR 1.68 1.66 -0.02 -1.3% 0.00
Volume 74,605 51,321 -23,284 -31.2% 215,723
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 96.78 95.99 93.19
R3 95.40 94.61 92.81
R2 94.02 94.02 92.68
R1 93.23 93.23 92.56 93.63
PP 92.64 92.64 92.64 92.84
S1 91.85 91.85 92.30 92.25
S2 91.26 91.26 92.18
S3 89.88 90.47 92.05
S4 88.50 89.09 91.67
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 100.56 99.36 93.85
R3 97.59 96.39 93.04
R2 94.62 94.62 92.76
R1 93.42 93.42 92.49 94.02
PP 91.65 91.65 91.65 91.95
S1 90.45 90.45 91.95 91.05
S2 88.68 88.68 91.68
S3 85.71 87.48 91.40
S4 82.74 84.51 90.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.44 89.88 3.56 3.9% 1.67 1.8% 72% True False 44,728
10 93.44 88.56 4.88 5.3% 1.45 1.6% 79% True False 56,180
20 93.44 88.07 5.37 5.8% 1.54 1.7% 81% True False 62,609
40 93.44 81.41 12.03 13.0% 1.77 1.9% 92% True False 48,704
60 93.44 81.41 12.03 13.0% 1.79 1.9% 92% True False 39,501
80 93.44 78.05 15.39 16.7% 1.75 1.9% 93% True False 34,442
100 93.44 74.29 19.15 20.7% 1.72 1.9% 95% True False 29,255
120 93.44 74.29 19.15 20.7% 1.67 1.8% 95% True False 25,007
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 0.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.31
2.618 97.05
1.618 95.67
1.000 94.82
0.618 94.29
HIGH 93.44
0.618 92.91
0.500 92.75
0.382 92.59
LOW 92.06
0.618 91.21
1.000 90.68
1.618 89.83
2.618 88.45
4.250 86.20
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 92.75 92.17
PP 92.64 91.92
S1 92.54 91.66

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

View Archives - Comment on this page... - Back to Index of Symbols