NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 15-Feb-2011

Day Change Summary
	Previous	Current
	14-Feb-2011	15-Feb-2011	Change	Change %	Previous Week
Open	95.85	95.98	0.13	0.1%	96.32
High	97.11	96.15	-0.96	-1.0%	96.99
Low	95.28	93.46	-1.82	-1.9%	94.33
Close	95.58	93.96	-1.62	-1.7%	95.34
Range	1.83	2.69	0.86	47.0%	2.66
ATR	1.61	1.68	0.08	4.8%	0.00
Volume	28,069	23,936	-4,133	-14.7%	134,546

Daily Pivots for day following 15-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.59	100.97	95.44
R3	99.90	98.28	94.70
R2	97.21	97.21	94.45
R1	95.59	95.59	94.21	95.06
PP	94.52	94.52	94.52	94.26
S1	92.90	92.90	93.71	92.37
S2	91.83	91.83	93.47
S3	89.14	90.21	93.22
S4	86.45	87.52	92.48

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.53	102.10	96.80
R3	100.87	99.44	96.07
R2	98.21	98.21	95.83
R1	96.78	96.78	95.58	96.17
PP	95.55	95.55	95.55	95.25
S1	94.12	94.12	95.10	93.51
S2	92.89	92.89	94.85
S3	90.23	91.46	94.61
S4	87.57	88.80	93.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.11	93.46	3.65	3.9%	1.64	1.7%	14%	False	True	29,247
10	98.57	93.46	5.11	5.4%	1.65	1.8%	10%	False	True	25,955
20	98.57	91.36	7.21	7.7%	1.69	1.8%	36%	False	False	25,727
40	98.57	90.36	8.21	8.7%	1.56	1.7%	44%	False	False	19,030
60	98.57	83.16	15.41	16.4%	1.47	1.6%	70%	False	False	14,724
80	98.57	83.16	15.41	16.4%	1.34	1.4%	70%	False	False	11,956

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	107.58
2.618	103.19
1.618	100.50
1.000	98.84
0.618	97.81
HIGH	96.15
0.618	95.12
0.500	94.81
0.382	94.49
LOW	93.46
0.618	91.80
1.000	90.77
1.618	89.11
2.618	86.42
4.250	82.03

Fisher Pivots for day following 15-Feb-2011
Pivot	1 day	3 day
R1	94.81	95.29
PP	94.52	94.84
S1	94.24	94.40

Download as Excel Spreadsheet

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

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