NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 90.33 90.81 0.48 0.5% 92.01
High 90.97 90.91 -0.06 -0.1% 92.42
Low 89.30 88.70 -0.60 -0.7% 88.70
Close 89.94 89.13 -0.81 -0.9% 89.13
Range 1.67 2.21 0.54 32.3% 3.72
ATR 2.00 2.02 0.01 0.7% 0.00
Volume 219,018 250,851 31,833 14.5% 993,890
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 96.21 94.88 90.35
R3 94.00 92.67 89.74
R2 91.79 91.79 89.54
R1 90.46 90.46 89.33 90.02
PP 89.58 89.58 89.58 89.36
S1 88.25 88.25 88.93 87.81
S2 87.37 87.37 88.72
S3 85.16 86.04 88.52
S4 82.95 83.83 87.91
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 101.24 98.91 91.18
R3 97.52 95.19 90.15
R2 93.80 93.80 89.81
R1 91.47 91.47 89.47 90.78
PP 90.08 90.08 90.08 89.74
S1 87.75 87.75 88.79 87.06
S2 86.36 86.36 88.45
S3 82.64 84.03 88.11
S4 78.92 80.31 87.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.42 88.70 3.72 4.2% 1.91 2.1% 12% False True 198,778
10 94.89 88.70 6.19 6.9% 2.12 2.4% 7% False True 190,612
20 94.89 87.83 7.06 7.9% 2.05 2.3% 18% False False 160,062
40 94.89 87.83 7.06 7.9% 1.86 2.1% 18% False False 106,652
60 94.89 81.81 13.08 14.7% 1.88 2.1% 56% False False 78,058
80 94.89 81.81 13.08 14.7% 1.77 2.0% 56% False False 61,616
100 94.89 78.63 16.26 18.2% 1.73 1.9% 65% False False 51,256
120 94.89 74.98 19.91 22.3% 1.66 1.9% 71% False False 43,716
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 0.56
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.30
2.618 96.70
1.618 94.49
1.000 93.12
0.618 92.28
HIGH 90.91
0.618 90.07
0.500 89.81
0.382 89.54
LOW 88.70
0.618 87.33
1.000 86.49
1.618 85.12
2.618 82.91
4.250 79.31
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 89.81 89.90
PP 89.58 89.64
S1 89.36 89.39

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

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