NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 100.23 102.00 1.77 1.8% 112.94
High 104.50 105.47 0.97 0.9% 115.22
Low 100.04 102.00 1.96 2.0% 96.46
Close 103.89 105.47 1.58 1.5% 98.67
Range 4.46 3.47 -0.99 -22.2% 18.76
ATR 3.19 3.21 0.02 0.6% 0.00
Volume 4,561 4,350 -211 -4.6% 15,040
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 114.72 113.57 107.38
R3 111.25 110.10 106.42
R2 107.78 107.78 106.11
R1 106.63 106.63 105.79 107.21
PP 104.31 104.31 104.31 104.60
S1 103.16 103.16 105.15 103.74
S2 100.84 100.84 104.83
S3 97.37 99.69 104.52
S4 93.90 96.22 103.56
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 159.73 147.96 108.99
R3 140.97 129.20 103.83
R2 122.21 122.21 102.11
R1 110.44 110.44 100.39 106.95
PP 103.45 103.45 103.45 101.70
S1 91.68 91.68 96.95 88.19
S2 84.69 84.69 95.23
S3 65.93 72.92 93.51
S4 47.17 54.16 88.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.84 96.46 15.38 14.6% 5.15 4.9% 59% False False 4,014
10 115.22 96.46 18.76 17.8% 3.61 3.4% 48% False False 3,164
Crabel Price Patterns
NR True
NR4 True
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 0.59
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120.22
2.618 114.55
1.618 111.08
1.000 108.94
0.618 107.61
HIGH 105.47
0.618 104.14
0.500 103.74
0.382 103.33
LOW 102.00
0.618 99.86
1.000 98.53
1.618 96.39
2.618 92.92
4.250 87.25
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 104.89 103.97
PP 104.31 102.47
S1 103.74 100.97

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

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