NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 102.36 99.86 -2.50 -2.4% 94.97
High 105.33 101.68 -3.65 -3.5% 105.33
Low 98.51 99.20 0.69 0.7% 94.90
Close 100.05 100.69 0.64 0.6% 100.69
Range 6.82 2.48 -4.34 -63.6% 10.43
ATR 2.49 2.49 0.00 0.0% 0.00
Volume 61,819 53,188 -8,631 -14.0% 210,071
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 107.96 106.81 102.05
R3 105.48 104.33 101.37
R2 103.00 103.00 101.14
R1 101.85 101.85 100.92 102.43
PP 100.52 100.52 100.52 100.81
S1 99.37 99.37 100.46 99.95
S2 98.04 98.04 100.24
S3 95.56 96.89 100.01
S4 93.08 94.41 99.33
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 131.60 126.57 106.43
R3 121.17 116.14 103.56
R2 110.74 110.74 102.60
R1 105.71 105.71 101.65 108.23
PP 100.31 100.31 100.31 101.56
S1 95.28 95.28 99.73 97.80
S2 89.88 89.88 98.78
S3 79.45 84.85 97.82
S4 69.02 74.42 94.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.33 93.64 11.69 11.6% 4.40 4.4% 60% False False 50,543
10 105.33 93.10 12.23 12.1% 3.04 3.0% 62% False False 39,253
20 105.33 93.05 12.28 12.2% 2.38 2.4% 62% False False 34,493
40 105.33 91.28 14.05 14.0% 2.02 2.0% 67% False False 25,846
60 105.33 86.78 18.55 18.4% 1.72 1.7% 75% False False 19,476
80 105.33 83.16 22.17 22.0% 1.58 1.6% 79% False False 15,601
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 112.22
2.618 108.17
1.618 105.69
1.000 104.16
0.618 103.21
HIGH 101.68
0.618 100.73
0.500 100.44
0.382 100.15
LOW 99.20
0.618 97.67
1.000 96.72
1.618 95.19
2.618 92.71
4.250 88.66
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 100.61 101.61
PP 100.52 101.30
S1 100.44 101.00

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

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