NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 88.01 91.99 3.98 4.5% 90.80
High 91.97 94.89 2.92 3.2% 91.97
Low 87.96 90.89 2.93 3.3% 87.83
Close 91.68 94.28 2.60 2.8% 91.68
Range 4.01 4.00 -0.01 -0.2% 4.14
ATR 1.96 2.10 0.15 7.5% 0.00
Volume 183,487 290,335 106,848 58.2% 718,590
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 105.35 103.82 96.48
R3 101.35 99.82 95.38
R2 97.35 97.35 95.01
R1 95.82 95.82 94.65 96.59
PP 93.35 93.35 93.35 93.74
S1 91.82 91.82 93.91 92.59
S2 89.35 89.35 93.55
S3 85.35 87.82 93.18
S4 81.35 83.82 92.08
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 102.91 101.44 93.96
R3 98.77 97.30 92.82
R2 94.63 94.63 92.44
R1 93.16 93.16 92.06 93.90
PP 90.49 90.49 90.49 90.86
S1 89.02 89.02 91.30 89.76
S2 86.35 86.35 90.92
S3 82.21 84.88 90.54
S4 78.07 80.74 89.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.89 87.83 7.06 7.5% 2.69 2.9% 91% True False 180,808
10 94.89 87.83 7.06 7.5% 2.26 2.4% 91% True False 147,212
20 94.89 87.83 7.06 7.5% 2.13 2.3% 91% True False 116,934
40 94.89 87.83 7.06 7.5% 1.82 1.9% 91% True False 72,660
60 94.89 81.81 13.08 13.9% 1.81 1.9% 95% True False 53,375
80 94.89 81.81 13.08 13.9% 1.76 1.9% 95% True False 42,445
100 94.89 78.63 16.26 17.2% 1.68 1.8% 96% True False 35,809
120 94.89 74.98 19.91 21.1% 1.59 1.7% 97% True False 30,514
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 2 trading days
Fibonacci Retracements and Extensions
4.250 111.89
2.618 105.36
1.618 101.36
1.000 98.89
0.618 97.36
HIGH 94.89
0.618 93.36
0.500 92.89
0.382 92.42
LOW 90.89
0.618 88.42
1.000 86.89
1.618 84.42
2.618 80.42
4.250 73.89
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 93.82 93.33
PP 93.35 92.38
S1 92.89 91.43

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

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