NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 98.50 98.63 0.13 0.1% 97.67
High 98.82 99.24 0.42 0.4% 100.87
Low 96.77 98.06 1.29 1.3% 96.91
Close 98.55 98.98 0.43 0.4% 98.57
Range 2.05 1.18 -0.87 -42.4% 3.96
ATR
Volume 29,837 52,053 22,216 74.5% 322,149
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 102.30 101.82 99.63
R3 101.12 100.64 99.30
R2 99.94 99.94 99.20
R1 99.46 99.46 99.09 99.70
PP 98.76 98.76 98.76 98.88
S1 98.28 98.28 98.87 98.52
S2 97.58 97.58 98.76
S3 96.40 97.10 98.66
S4 95.22 95.92 98.33
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 110.66 108.58 100.75
R3 106.70 104.62 99.66
R2 102.74 102.74 99.30
R1 100.66 100.66 98.93 101.70
PP 98.78 98.78 98.78 99.31
S1 96.70 96.70 98.21 97.74
S2 94.82 94.82 97.84
S3 90.86 92.74 97.48
S4 86.90 88.78 96.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.87 96.77 4.10 4.1% 1.73 1.8% 54% False False 46,165
10 100.87 94.71 6.16 6.2% 1.80 1.8% 69% False False 55,348
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.46
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 104.26
2.618 102.33
1.618 101.15
1.000 100.42
0.618 99.97
HIGH 99.24
0.618 98.79
0.500 98.65
0.382 98.51
LOW 98.06
0.618 97.33
1.000 96.88
1.618 96.15
2.618 94.97
4.250 93.05
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 98.87 98.69
PP 98.76 98.39
S1 98.65 98.10

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

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