NYMEX Light Sweet Crude Oil Future June 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 97.90 101.47 3.57 3.6% 94.36
High 102.04 105.55 3.51 3.4% 95.80
Low 97.24 97.92 0.68 0.7% 91.97
Close 100.64 99.44 -1.20 -1.2% 93.82
Range 4.80 7.63 2.83 59.0% 3.83
ATR 2.33 2.71 0.38 16.3% 0.00
Volume 135,408 126,157 -9,251 -6.8% 451,582
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 123.86 119.28 103.64
R3 116.23 111.65 101.54
R2 108.60 108.60 100.84
R1 104.02 104.02 100.14 102.50
PP 100.97 100.97 100.97 100.21
S1 96.39 96.39 98.74 94.87
S2 93.34 93.34 98.04
S3 85.71 88.76 97.34
S4 78.08 81.13 95.24
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 105.35 103.42 95.93
R3 101.52 99.59 94.87
R2 97.69 97.69 94.52
R1 95.76 95.76 94.17 94.81
PP 93.86 93.86 93.86 93.39
S1 91.93 91.93 93.47 90.98
S2 90.03 90.03 93.12
S3 86.20 88.10 92.77
S4 82.37 84.27 91.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.55 91.97 13.58 13.7% 4.56 4.6% 55% True False 94,619
10 105.55 91.97 13.58 13.7% 3.15 3.2% 55% True False 92,484
20 105.55 91.55 14.00 14.1% 2.51 2.5% 56% True False 88,236
40 105.55 90.50 15.05 15.1% 2.18 2.2% 59% True False 70,921
60 105.55 85.31 20.24 20.4% 1.94 1.9% 70% True False 57,802
80 105.55 82.46 23.09 23.2% 1.89 1.9% 74% True False 48,781
100 105.55 82.46 23.09 23.2% 1.87 1.9% 74% True False 42,957
120 105.55 79.39 26.16 26.3% 1.82 1.8% 77% True False 38,807
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 0.65
Widest range in 153 trading days
Fibonacci Retracements and Extensions
4.250 137.98
2.618 125.53
1.618 117.90
1.000 113.18
0.618 110.27
HIGH 105.55
0.618 102.64
0.500 101.74
0.382 100.83
LOW 97.92
0.618 93.20
1.000 90.29
1.618 85.57
2.618 77.94
4.250 65.49
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 101.74 99.65
PP 100.97 99.58
S1 100.21 99.51

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

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