NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 93.23 94.96 1.73 1.9% 93.67
High 94.94 94.96 0.02 0.0% 94.28
Low 92.22 93.39 1.17 1.3% 92.03
Close 94.71 93.46 -1.25 -1.3% 94.23
Range 2.72 1.57 -1.15 -42.3% 2.25
ATR 1.40 1.41 0.01 0.9% 0.00
Volume 8,562 9,741 1,179 13.8% 20,382
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 98.65 97.62 94.32
R3 97.08 96.05 93.89
R2 95.51 95.51 93.75
R1 94.48 94.48 93.60 94.21
PP 93.94 93.94 93.94 93.80
S1 92.91 92.91 93.32 92.64
S2 92.37 92.37 93.17
S3 90.80 91.34 93.03
S4 89.23 89.77 92.60
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 100.26 99.50 95.47
R3 98.01 97.25 94.85
R2 95.76 95.76 94.64
R1 95.00 95.00 94.44 95.38
PP 93.51 93.51 93.51 93.71
S1 92.75 92.75 94.02 93.13
S2 91.26 91.26 93.82
S3 89.01 90.50 93.61
S4 86.76 88.25 92.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.47 92.03 3.44 3.7% 2.07 2.2% 42% False False 6,208
10 95.47 92.03 3.44 3.7% 1.54 1.6% 42% False False 4,798
20 95.47 89.48 5.99 6.4% 1.27 1.4% 66% False False 4,672
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 True
Stretch 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.63
2.618 99.07
1.618 97.50
1.000 96.53
0.618 95.93
HIGH 94.96
0.618 94.36
0.500 94.18
0.382 93.99
LOW 93.39
0.618 92.42
1.000 91.82
1.618 90.85
2.618 89.28
4.250 86.72
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 94.18 93.69
PP 93.94 93.61
S1 93.70 93.54

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

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