NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 82.11 82.00 -0.11 -0.1% 77.49
High 82.32 82.00 -0.32 -0.4% 80.80
Low 81.50 82.00 0.50 0.6% 75.87
Close 82.11 82.00 -0.11 -0.1% 79.54
Range 0.82 0.00 -0.82 -100.0% 4.93
ATR 1.70 1.59 -0.11 -6.7% 0.00
Volume 2,323 2,326 3 0.1% 17,181
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 82.00 82.00 82.00
R3 82.00 82.00 82.00
R2 82.00 82.00 82.00
R1 82.00 82.00 82.00 82.00
PP 82.00 82.00 82.00 82.00
S1 82.00 82.00 82.00 82.00
S2 82.00 82.00 82.00
S3 82.00 82.00 82.00
S4 82.00 82.00 82.00
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 93.53 91.46 82.25
R3 88.60 86.53 80.90
R2 83.67 83.67 80.44
R1 81.60 81.60 79.99 82.64
PP 78.74 78.74 78.74 79.25
S1 76.67 76.67 79.09 77.71
S2 73.81 73.81 78.64
S3 68.88 71.74 78.18
S4 63.95 66.81 76.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.32 78.89 3.43 4.2% 1.00 1.2% 91% False False 3,185
10 82.32 75.87 6.45 7.9% 1.24 1.5% 95% False False 3,168
20 82.32 72.76 9.56 11.7% 1.11 1.4% 97% False False 2,982
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 82.00
2.618 82.00
1.618 82.00
1.000 82.00
0.618 82.00
HIGH 82.00
0.618 82.00
0.500 82.00
0.382 82.00
LOW 82.00
0.618 82.00
1.000 82.00
1.618 82.00
2.618 82.00
4.250 82.00
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 82.00 81.75
PP 82.00 81.51
S1 82.00 81.26

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

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