NYMEX Light Sweet Crude Oil Future March 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 92.07 92.55 0.48 0.5% 90.11
High 92.67 92.89 0.22 0.2% 93.46
Low 91.17 91.46 0.29 0.3% 89.28
Close 92.57 92.31 -0.26 -0.3% 92.57
Range 1.50 1.43 -0.07 -4.7% 4.18
ATR 1.86 1.83 -0.03 -1.6% 0.00
Volume 232,416 238,650 6,234 2.7% 1,234,594
Daily Pivots for day following 18-Jan-2011
Classic Woodie Camarilla DeMark
R4 96.51 95.84 93.10
R3 95.08 94.41 92.70
R2 93.65 93.65 92.57
R1 92.98 92.98 92.44 92.60
PP 92.22 92.22 92.22 92.03
S1 91.55 91.55 92.18 91.17
S2 90.79 90.79 92.05
S3 89.36 90.12 91.92
S4 87.93 88.69 91.52
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 104.31 102.62 94.87
R3 100.13 98.44 93.72
R2 95.95 95.95 93.34
R1 94.26 94.26 92.95 95.11
PP 91.77 91.77 91.77 92.19
S1 90.08 90.08 92.19 90.93
S2 87.59 87.59 91.80
S3 83.41 85.90 91.42
S4 79.23 81.72 90.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.46 90.26 3.20 3.5% 1.65 1.8% 64% False False 242,001
10 93.46 88.45 5.01 5.4% 2.10 2.3% 77% False False 207,269
20 93.46 88.45 5.01 5.4% 1.78 1.9% 77% False False 131,724
40 93.46 81.41 12.05 13.1% 1.85 2.0% 90% False False 92,588
60 93.46 81.41 12.05 13.1% 1.79 1.9% 90% False False 70,583
80 93.46 78.76 14.70 15.9% 1.83 2.0% 92% False False 58,291
100 93.46 76.76 16.70 18.1% 1.79 1.9% 93% False False 49,430
120 93.46 74.29 19.17 20.8% 1.72 1.9% 94% False False 42,061
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 0.58
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 98.97
2.618 96.63
1.618 95.20
1.000 94.32
0.618 93.77
HIGH 92.89
0.618 92.34
0.500 92.18
0.382 92.01
LOW 91.46
0.618 90.58
1.000 90.03
1.618 89.15
2.618 87.72
4.250 85.38
Fisher Pivots for day following 18-Jan-2011
Pivot 1 day 3 day
R1 92.27 92.28
PP 92.22 92.25
S1 92.18 92.22

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

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