NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 89.59 91.45 1.86 2.1% 94.37
High 91.62 91.55 -0.07 -0.1% 94.92
Low 89.54 90.07 0.53 0.6% 91.44
Close 91.11 90.45 -0.66 -0.7% 92.04
Range 2.08 1.48 -0.60 -28.8% 3.48
ATR 1.74 1.72 -0.02 -1.1% 0.00
Volume 70,212 82,367 12,155 17.3% 235,131
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 95.13 94.27 91.26
R3 93.65 92.79 90.86
R2 92.17 92.17 90.72
R1 91.31 91.31 90.59 91.00
PP 90.69 90.69 90.69 90.54
S1 89.83 89.83 90.31 89.52
S2 89.21 89.21 90.18
S3 87.73 88.35 90.04
S4 86.25 86.87 89.64
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 103.24 101.12 93.95
R3 99.76 97.64 93.00
R2 96.28 96.28 92.68
R1 94.16 94.16 92.36 93.48
PP 92.80 92.80 92.80 92.46
S1 90.68 90.68 91.72 90.00
S2 89.32 89.32 91.40
S3 85.84 87.20 91.08
S4 82.36 83.72 90.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.91 89.40 3.51 3.9% 1.72 1.9% 30% False False 81,081
10 94.92 89.40 5.52 6.1% 1.65 1.8% 19% False False 67,288
20 95.08 89.40 5.68 6.3% 1.91 2.1% 18% False False 54,767
40 95.08 86.45 8.63 9.5% 1.61 1.8% 46% False False 35,994
60 95.08 82.22 12.86 14.2% 1.59 1.8% 64% False False 27,316
80 95.08 82.22 12.86 14.2% 1.54 1.7% 64% False False 22,025
100 95.08 79.39 15.69 17.3% 1.39 1.5% 70% False False 18,717
120 95.08 75.91 19.17 21.2% 1.29 1.4% 76% False False 16,123
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.84
2.618 95.42
1.618 93.94
1.000 93.03
0.618 92.46
HIGH 91.55
0.618 90.98
0.500 90.81
0.382 90.64
LOW 90.07
0.618 89.16
1.000 88.59
1.618 87.68
2.618 86.20
4.250 83.78
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 90.81 90.51
PP 90.69 90.49
S1 90.57 90.47

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

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