NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 88.12 89.00 0.88 1.0% 89.10
High 89.25 90.96 1.71 1.9% 90.96
Low 87.35 88.43 1.08 1.2% 87.09
Close 88.84 89.71 0.87 1.0% 89.71
Range 1.90 2.53 0.63 33.2% 3.87
ATR 2.01 2.04 0.04 1.9% 0.00
Volume 297,440 350,314 52,874 17.8% 1,350,996
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 97.29 96.03 91.10
R3 94.76 93.50 90.41
R2 92.23 92.23 90.17
R1 90.97 90.97 89.94 91.60
PP 89.70 89.70 89.70 90.02
S1 88.44 88.44 89.48 89.07
S2 87.17 87.17 89.25
S3 84.64 85.91 89.01
S4 82.11 83.38 88.32
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 100.86 99.16 91.84
R3 96.99 95.29 90.77
R2 93.12 93.12 90.42
R1 91.42 91.42 90.06 92.27
PP 89.25 89.25 89.25 89.68
S1 87.55 87.55 89.36 88.40
S2 85.38 85.38 89.00
S3 81.51 83.68 88.65
S4 77.64 79.81 87.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.96 87.09 3.87 4.3% 2.10 2.3% 68% True False 270,199
10 92.42 87.09 5.33 5.9% 2.00 2.2% 49% False False 234,488
20 94.89 87.09 7.80 8.7% 2.17 2.4% 34% False False 198,785
40 94.89 87.09 7.80 8.7% 1.98 2.2% 34% False False 135,846
60 94.89 82.75 12.14 13.5% 1.90 2.1% 57% False False 99,509
80 94.89 81.81 13.08 14.6% 1.81 2.0% 60% False False 77,928
100 94.89 80.28 14.61 16.3% 1.77 2.0% 65% False False 64,355
120 94.89 77.94 16.95 18.9% 1.72 1.9% 69% False False 54,805
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 101.71
2.618 97.58
1.618 95.05
1.000 93.49
0.618 92.52
HIGH 90.96
0.618 89.99
0.500 89.70
0.382 89.40
LOW 88.43
0.618 86.87
1.000 85.90
1.618 84.34
2.618 81.81
4.250 77.68
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 89.71 89.48
PP 89.70 89.25
S1 89.70 89.03

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

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