NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 97.66 94.37 -3.29 -3.4% 101.61
High 97.66 95.70 -1.96 -2.0% 101.98
Low 94.68 94.37 -0.31 -0.3% 94.68
Close 95.63 95.84 0.21 0.2% 95.63
Range 2.98 1.33 -1.65 -55.4% 7.30
ATR 2.41 2.34 -0.08 -3.2% 0.00
Volume 2,710 4,826 2,116 78.1% 30,823
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 99.29 98.90 96.57
R3 97.96 97.57 96.21
R2 96.63 96.63 96.08
R1 96.24 96.24 95.96 96.44
PP 95.30 95.30 95.30 95.40
S1 94.91 94.91 95.72 95.11
S2 93.97 93.97 95.60
S3 92.64 93.58 95.47
S4 91.31 92.25 95.11
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 119.33 114.78 99.65
R3 112.03 107.48 97.64
R2 104.73 104.73 96.97
R1 100.18 100.18 96.30 98.81
PP 97.43 97.43 97.43 96.74
S1 92.88 92.88 94.96 91.51
S2 90.13 90.13 94.29
S3 82.83 85.58 93.62
S4 75.53 78.28 91.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.98 94.37 7.61 7.9% 2.39 2.5% 19% False True 5,475
10 104.37 94.37 10.00 10.4% 2.34 2.4% 15% False True 6,222
20 105.34 94.37 10.97 11.4% 2.18 2.3% 13% False True 5,003
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.35
2.618 99.18
1.618 97.85
1.000 97.03
0.618 96.52
HIGH 95.70
0.618 95.19
0.500 95.04
0.382 94.88
LOW 94.37
0.618 93.55
1.000 93.04
1.618 92.22
2.618 90.89
4.250 88.72
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 95.57 96.16
PP 95.30 96.05
S1 95.04 95.95

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

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