NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 98.36 96.60 -1.76 -1.8% 98.32
High 98.36 96.76 -1.60 -1.6% 98.75
Low 96.42 96.18 -0.24 -0.2% 96.70
Close 96.22 96.52 0.30 0.3% 97.33
Range 1.94 0.58 -1.36 -70.1% 2.05
ATR 1.40 1.34 -0.06 -4.2% 0.00
Volume 5,536 3,260 -2,276 -41.1% 33,405
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 98.23 97.95 96.84
R3 97.65 97.37 96.68
R2 97.07 97.07 96.63
R1 96.79 96.79 96.57 96.64
PP 96.49 96.49 96.49 96.41
S1 96.21 96.21 96.47 96.06
S2 95.91 95.91 96.41
S3 95.33 95.63 96.36
S4 94.75 95.05 96.20
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 103.74 102.59 98.46
R3 101.69 100.54 97.89
R2 99.64 99.64 97.71
R1 98.49 98.49 97.52 98.04
PP 97.59 97.59 97.59 97.37
S1 96.44 96.44 97.14 95.99
S2 95.54 95.54 96.95
S3 93.49 94.39 96.77
S4 91.44 92.34 96.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.29 96.18 3.11 3.2% 1.30 1.4% 11% False True 5,671
10 100.39 96.18 4.21 4.4% 1.30 1.3% 8% False True 6,428
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.15
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 99.23
2.618 98.28
1.618 97.70
1.000 97.34
0.618 97.12
HIGH 96.76
0.618 96.54
0.500 96.47
0.382 96.40
LOW 96.18
0.618 95.82
1.000 95.60
1.618 95.24
2.618 94.66
4.250 93.72
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 96.50 97.74
PP 96.49 97.33
S1 96.47 96.93

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

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