NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 96.32 96.00 -0.32 -0.3% 95.75
High 96.99 96.47 -0.52 -0.5% 98.57
Low 95.51 94.33 -1.18 -1.2% 95.12
Close 95.72 96.08 0.36 0.4% 96.24
Range 1.48 2.14 0.66 44.6% 3.45
ATR 1.64 1.67 0.04 2.2% 0.00
Volume 20,498 19,814 -684 -3.3% 146,803
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 102.05 101.20 97.26
R3 99.91 99.06 96.67
R2 97.77 97.77 96.47
R1 96.92 96.92 96.28 97.35
PP 95.63 95.63 95.63 95.84
S1 94.78 94.78 95.88 95.21
S2 93.49 93.49 95.69
S3 91.35 92.64 95.49
S4 89.21 90.50 94.90
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 106.99 105.07 98.14
R3 103.54 101.62 97.19
R2 100.09 100.09 96.87
R1 98.17 98.17 96.56 99.13
PP 96.64 96.64 96.64 97.13
S1 94.72 94.72 95.92 95.68
S2 93.19 93.19 95.61
S3 89.74 91.27 95.29
S4 86.29 87.82 94.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.57 94.33 4.24 4.4% 1.66 1.7% 41% False True 22,663
10 98.57 91.56 7.01 7.3% 1.83 1.9% 64% False False 27,528
20 98.57 91.36 7.21 7.5% 1.63 1.7% 65% False False 22,945
40 98.57 89.63 8.94 9.3% 1.48 1.5% 72% False False 16,212
60 98.57 83.16 15.41 16.0% 1.46 1.5% 84% False False 12,724
80 98.57 83.16 15.41 16.0% 1.34 1.4% 84% False False 10,367
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.57
2.618 102.07
1.618 99.93
1.000 98.61
0.618 97.79
HIGH 96.47
0.618 95.65
0.500 95.40
0.382 95.15
LOW 94.33
0.618 93.01
1.000 92.19
1.618 90.87
2.618 88.73
4.250 85.24
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 95.85 96.23
PP 95.63 96.18
S1 95.40 96.13

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

View Archives - Comment on this page... - Back to Index of Symbols