NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 95.68 98.97 3.29 3.4% 89.10
High 100.00 103.41 3.41 3.4% 90.96
Low 95.14 95.62 0.48 0.5% 87.09
Close 98.10 97.28 -0.82 -0.8% 89.71
Range 4.86 7.79 2.93 60.3% 3.87
ATR 2.69 3.06 0.36 13.5% 0.00
Volume 463,186 486,845 23,659 5.1% 1,350,996
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 122.14 117.50 101.56
R3 114.35 109.71 99.42
R2 106.56 106.56 98.71
R1 101.92 101.92 97.99 100.35
PP 98.77 98.77 98.77 97.98
S1 94.13 94.13 96.57 92.56
S2 90.98 90.98 95.85
S3 83.19 86.34 95.14
S4 75.40 78.55 93.00
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
5 103.41 87.35 16.06 16.5% 5.16 5.3% 62% True False 319,557
10 103.41 87.09 16.32 16.8% 3.57 3.7% 62% True False 277,089
20 103.41 87.09 16.32 16.8% 2.93 3.0% 62% True False 227,089
40 103.41 87.09 16.32 16.8% 2.44 2.5% 62% True False 158,103
60 103.41 84.86 18.55 19.1% 2.14 2.2% 67% True False 114,633
80 103.41 81.81 21.60 22.2% 2.02 2.1% 72% True False 89,399
100 103.41 81.81 21.60 22.2% 1.94 2.0% 72% True False 73,548
120 103.41 78.63 24.78 25.5% 1.85 1.9% 75% True False 62,597
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 0.84
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136.52
2.618 123.80
1.618 116.01
1.000 111.20
0.618 108.22
HIGH 103.41
0.618 100.43
0.500 99.52
0.382 98.60
LOW 95.62
0.618 90.81
1.000 87.83
1.618 83.02
2.618 75.23
4.250 62.51
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 99.52 97.05
PP 98.77 96.82
S1 98.03 96.59

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

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