NYMEX Light Sweet Crude Oil Future December 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 96.87 97.40 0.53 0.5% 98.90
High 97.41 97.42 0.01 0.0% 99.42
Low 96.20 95.75 -0.45 -0.5% 96.77
Close 96.90 96.41 -0.49 -0.5% 97.70
Range 1.21 1.67 0.46 38.0% 2.65
ATR 1.79 1.78 -0.01 -0.5% 0.00
Volume 46,657 54,941 8,284 17.8% 232,075
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 101.54 100.64 97.33
R3 99.87 98.97 96.87
R2 98.20 98.20 96.72
R1 97.30 97.30 96.56 96.92
PP 96.53 96.53 96.53 96.33
S1 95.63 95.63 96.26 95.25
S2 94.86 94.86 96.10
S3 93.19 93.96 95.95
S4 91.52 92.29 95.49
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 105.91 104.46 99.16
R3 103.26 101.81 98.43
R2 100.61 100.61 98.19
R1 99.16 99.16 97.94 98.56
PP 97.96 97.96 97.96 97.67
S1 96.51 96.51 97.46 95.91
S2 95.31 95.31 97.21
S3 92.66 93.86 96.97
S4 90.01 91.21 96.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.73 95.75 3.98 4.1% 1.76 1.8% 17% False True 50,335
10 100.32 95.75 4.57 4.7% 1.73 1.8% 14% False True 47,618
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.52
2.618 101.79
1.618 100.12
1.000 99.09
0.618 98.45
HIGH 97.42
0.618 96.78
0.500 96.59
0.382 96.39
LOW 95.75
0.618 94.72
1.000 94.08
1.618 93.05
2.618 91.38
4.250 88.65
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 96.59 97.26
PP 96.53 96.98
S1 96.47 96.69

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

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