NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 92.76 90.88 -1.88 -2.0% 93.53
High 92.95 91.66 -1.29 -1.4% 94.02
Low 90.26 90.38 0.12 0.1% 90.26
Close 90.96 90.63 -0.33 -0.4% 90.63
Range 2.69 1.28 -1.41 -52.4% 3.76
ATR 1.80 1.76 -0.04 -2.1% 0.00
Volume 91,283 167,019 75,736 83.0% 463,195
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 94.73 93.96 91.33
R3 93.45 92.68 90.98
R2 92.17 92.17 90.86
R1 91.40 91.40 90.75 91.15
PP 90.89 90.89 90.89 90.76
S1 90.12 90.12 90.51 89.87
S2 89.61 89.61 90.40
S3 88.33 88.84 90.28
S4 87.05 87.56 89.93
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 102.92 100.53 92.70
R3 99.16 96.77 91.66
R2 95.40 95.40 91.32
R1 93.01 93.01 90.97 92.33
PP 91.64 91.64 91.64 91.29
S1 89.25 89.25 90.29 88.57
S2 87.88 87.88 89.94
S3 84.12 85.49 89.60
S4 80.36 81.73 88.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.02 90.26 3.76 4.1% 1.65 1.8% 10% False False 115,306
10 94.35 89.41 4.94 5.5% 1.70 1.9% 25% False False 111,627
20 94.35 89.41 4.94 5.5% 1.80 2.0% 25% False False 72,907
40 94.35 82.75 11.60 12.8% 1.76 1.9% 68% False False 49,870
60 94.35 81.81 12.54 13.8% 1.68 1.9% 70% False False 37,643
80 94.35 80.28 14.07 15.5% 1.67 1.8% 74% False False 30,748
100 94.35 77.94 16.41 18.1% 1.63 1.8% 77% False False 26,009
120 94.35 74.98 19.37 21.4% 1.47 1.6% 81% False False 22,231
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 97.10
2.618 95.01
1.618 93.73
1.000 92.94
0.618 92.45
HIGH 91.66
0.618 91.17
0.500 91.02
0.382 90.87
LOW 90.38
0.618 89.59
1.000 89.10
1.618 88.31
2.618 87.03
4.250 84.94
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 91.02 92.14
PP 90.89 91.64
S1 90.76 91.13

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

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