NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 94.95 95.22 0.27 0.3% 97.34
High 95.45 95.44 -0.01 0.0% 97.54
Low 94.32 93.92 -0.40 -0.4% 95.35
Close 94.97 94.54 -0.43 -0.5% 96.05
Range 1.13 1.52 0.39 34.5% 2.19
ATR 1.52 1.52 0.00 0.0% 0.00
Volume 13,019 17,621 4,602 35.3% 75,948
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 99.19 98.39 95.38
R3 97.67 96.87 94.96
R2 96.15 96.15 94.82
R1 95.35 95.35 94.68 94.99
PP 94.63 94.63 94.63 94.46
S1 93.83 93.83 94.40 93.47
S2 93.11 93.11 94.26
S3 91.59 92.31 94.12
S4 90.07 90.79 93.70
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 102.88 101.66 97.25
R3 100.69 99.47 96.65
R2 98.50 98.50 96.45
R1 97.28 97.28 96.25 96.80
PP 96.31 96.31 96.31 96.07
S1 95.09 95.09 95.85 94.61
S2 94.12 94.12 95.65
S3 91.93 92.90 95.45
S4 89.74 90.71 94.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.88 93.92 3.96 4.2% 1.64 1.7% 16% False True 14,640
10 98.73 93.92 4.81 5.1% 1.58 1.7% 13% False True 14,564
20 99.15 91.88 7.27 7.7% 1.52 1.6% 37% False False 15,914
40 99.15 91.78 7.37 7.8% 1.44 1.5% 37% False False 11,295
60 99.15 83.43 15.72 16.6% 1.37 1.4% 71% False False 8,906
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.90
2.618 99.42
1.618 97.90
1.000 96.96
0.618 96.38
HIGH 95.44
0.618 94.86
0.500 94.68
0.382 94.50
LOW 93.92
0.618 92.98
1.000 92.40
1.618 91.46
2.618 89.94
4.250 87.46
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 94.68 95.42
PP 94.63 95.13
S1 94.59 94.83

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

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