NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 07-Jan-2011

Day Change Summary
	Previous	Current
	06-Jan-2011	07-Jan-2011	Change	Change %	Previous Week
Open	91.55	89.58	-1.97	-2.2%	92.12
High	91.83	90.52	-1.31	-1.4%	93.44
Low	89.20	88.45	-0.75	-0.8%	88.45
Close	89.75	89.22	-0.53	-0.6%	89.22
Range	2.63	2.07	-0.56	-21.3%	4.99
ATR	1.92	1.93	0.01	0.5%	0.00
Volume	159,540	216,028	56,488	35.4%	650,770

Daily Pivots for day following 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	95.61	94.48	90.36
R3	93.54	92.41	89.79
R2	91.47	91.47	89.60
R1	90.34	90.34	89.41	89.87
PP	89.40	89.40	89.40	89.16
S1	88.27	88.27	89.03	87.80
S2	87.33	87.33	88.84
S3	85.26	86.20	88.65
S4	83.19	84.13	88.08

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.34	102.27	91.96
R3	100.35	97.28	90.59
R2	95.36	95.36	90.13
R1	92.29	92.29	89.68	91.33
PP	90.37	90.37	90.37	89.89
S1	87.30	87.30	88.76	86.34
S2	85.38	85.38	88.31
S3	80.39	82.31	87.85
S4	75.40	77.32	86.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.44	88.45	4.99	5.6%	2.49	2.8%	15%	False	True	130,154
10	93.44	88.45	4.99	5.6%	2.08	2.3%	15%	False	True	86,649
20	93.44	88.07	5.37	6.0%	1.75	2.0%	21%	False	False	77,428
40	93.44	81.41	12.03	13.5%	1.88	2.1%	65%	False	False	60,983
60	93.44	81.41	12.03	13.5%	1.88	2.1%	65%	False	False	48,222
80	93.44	78.05	15.39	17.2%	1.83	2.1%	73%	False	False	40,961
100	93.44	74.29	19.15	21.5%	1.77	2.0%	78%	False	False	35,047
120	93.44	74.29	19.15	21.5%	1.71	1.9%	78%	False	False	29,948

Crabel Price Patterns
NR	True
NR4	True
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	0.49
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	99.32
2.618	95.94
1.618	93.87
1.000	92.59
0.618	91.80
HIGH	90.52
0.618	89.73
0.500	89.49
0.382	89.24
LOW	88.45
0.618	87.17
1.000	86.38
1.618	85.10
2.618	83.03
4.250	79.65

Fisher Pivots for day following 07-Jan-2011
Pivot	1 day	3 day
R1	89.49	90.21
PP	89.40	89.88
S1	89.31	89.55

Download as Excel Spreadsheet

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

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