NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 90.81 89.10 -1.71 -1.9% 92.01
High 90.91 90.40 -0.51 -0.6% 92.42
Low 88.70 88.50 -0.20 -0.2% 88.70
Close 89.13 88.73 -0.40 -0.4% 89.13
Range 2.21 1.90 -0.31 -14.0% 3.72
ATR 2.02 2.01 -0.01 -0.4% 0.00
Volume 250,851 248,656 -2,195 -0.9% 993,890
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 94.91 93.72 89.78
R3 93.01 91.82 89.25
R2 91.11 91.11 89.08
R1 89.92 89.92 88.90 89.57
PP 89.21 89.21 89.21 89.03
S1 88.02 88.02 88.56 87.67
S2 87.31 87.31 88.38
S3 85.41 86.12 88.21
S4 83.51 84.22 87.69
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 91.24 88.50 2.74 3.1% 1.89 2.1% 8% False True 219,154
10 94.64 88.50 6.14 6.9% 1.91 2.1% 4% False True 186,444
20 94.89 87.83 7.06 8.0% 2.08 2.3% 13% False False 166,828
40 94.89 87.83 7.06 8.0% 1.89 2.1% 13% False False 112,045
60 94.89 81.81 13.08 14.7% 1.87 2.1% 53% False False 81,951
80 94.89 81.81 13.08 14.7% 1.77 2.0% 53% False False 64,603
100 94.89 78.63 16.26 18.3% 1.74 2.0% 62% False False 53,642
120 94.89 74.98 19.91 22.4% 1.67 1.9% 69% False False 45,773
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 False
Stretch 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.48
2.618 95.37
1.618 93.47
1.000 92.30
0.618 91.57
HIGH 90.40
0.618 89.67
0.500 89.45
0.382 89.23
LOW 88.50
0.618 87.33
1.000 86.60
1.618 85.43
2.618 83.53
4.250 80.43
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 89.45 89.74
PP 89.21 89.40
S1 88.97 89.07

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

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