NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 01-Feb-2011
Day Change Summary
Previous Current
31-Jan-2011 01-Feb-2011 Change Change % Previous Week
Open 94.80 96.53 1.73 1.8% 93.11
High 97.36 97.20 -0.16 -0.2% 94.91
Low 94.11 95.97 1.86 2.0% 90.50
Close 96.78 96.52 -0.26 -0.3% 94.64
Range 3.25 1.23 -2.02 -62.2% 4.41
ATR 1.91 1.86 -0.05 -2.5% 0.00
Volume 155,640 89,440 -66,200 -42.5% 413,519
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 100.25 99.62 97.20
R3 99.02 98.39 96.86
R2 97.79 97.79 96.75
R1 97.16 97.16 96.63 96.86
PP 96.56 96.56 96.56 96.42
S1 95.93 95.93 96.41 95.63
S2 95.33 95.33 96.29
S3 94.10 94.70 96.18
S4 92.87 93.47 95.84
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 106.58 105.02 97.07
R3 102.17 100.61 95.85
R2 97.76 97.76 95.45
R1 96.20 96.20 95.04 96.98
PP 93.35 93.35 93.35 93.74
S1 91.79 91.79 94.24 92.57
S2 88.94 88.94 93.83
S3 84.53 87.38 93.43
S4 80.12 82.97 92.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.36 90.69 6.67 6.9% 2.22 2.3% 87% False False 99,945
10 97.36 90.50 6.86 7.1% 1.97 2.0% 88% False False 82,343
20 97.36 90.50 6.86 7.1% 1.94 2.0% 88% False False 71,118
40 97.36 88.86 8.50 8.8% 1.66 1.7% 90% False False 50,296
60 97.36 82.46 14.90 15.4% 1.73 1.8% 94% False False 41,765
80 97.36 82.46 14.90 15.4% 1.73 1.8% 94% False False 35,574
100 97.36 79.39 17.97 18.6% 1.70 1.8% 95% False False 32,756
120 97.36 75.70 21.66 22.4% 1.68 1.7% 96% False False 29,038
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 0.37
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 102.43
2.618 100.42
1.618 99.19
1.000 98.43
0.618 97.96
HIGH 97.20
0.618 96.73
0.500 96.59
0.382 96.44
LOW 95.97
0.618 95.21
1.000 94.74
1.618 93.98
2.618 92.75
4.250 90.74
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 96.59 95.89
PP 96.56 95.26
S1 96.54 94.63

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

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