NYMEX Light Sweet Crude Oil Future April 2011

Trading Metrics calculated at close of trading on 11-Feb-2011

Day Change Summary
	Previous	Current
	10-Feb-2011	11-Feb-2011	Change	Change %	Previous Week
Open	90.33	90.81	0.48	0.5%	92.01
High	90.97	90.91	-0.06	-0.1%	92.42
Low	89.30	88.70	-0.60	-0.7%	88.70
Close	89.94	89.13	-0.81	-0.9%	89.13
Range	1.67	2.21	0.54	32.3%	3.72
ATR	2.00	2.02	0.01	0.7%	0.00
Volume	219,018	250,851	31,833	14.5%	993,890

Daily Pivots for day following 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	96.21	94.88	90.35
R3	94.00	92.67	89.74
R2	91.79	91.79	89.54
R1	90.46	90.46	89.33	90.02
PP	89.58	89.58	89.58	89.36
S1	88.25	88.25	88.93	87.81
S2	87.37	87.37	88.72
S3	85.16	86.04	88.52
S4	82.95	83.83	87.91

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.24	98.91	91.18
R3	97.52	95.19	90.15
R2	93.80	93.80	89.81
R1	91.47	91.47	89.47	90.78
PP	90.08	90.08	90.08	89.74
S1	87.75	87.75	88.79	87.06
S2	86.36	86.36	88.45
S3	82.64	84.03	88.11
S4	78.92	80.31	87.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.42	88.70	3.72	4.2%	1.91	2.1%	12%	False	True	198,778
10	94.89	88.70	6.19	6.9%	2.12	2.4%	7%	False	True	190,612
20	94.89	87.83	7.06	7.9%	2.05	2.3%	18%	False	False	160,062
40	94.89	87.83	7.06	7.9%	1.86	2.1%	18%	False	False	106,652
60	94.89	81.81	13.08	14.7%	1.88	2.1%	56%	False	False	78,058
80	94.89	81.81	13.08	14.7%	1.77	2.0%	56%	False	False	61,616
100	94.89	78.63	16.26	18.2%	1.73	1.9%	65%	False	False	51,256
120	94.89	74.98	19.91	22.3%	1.66	1.9%	71%	False	False	43,716

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.56
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	100.30
2.618	96.70
1.618	94.49
1.000	93.12
0.618	92.28
HIGH	90.91
0.618	90.07
0.500	89.81
0.382	89.54
LOW	88.70
0.618	87.33
1.000	86.49
1.618	85.12
2.618	82.91
4.250	79.31

Fisher Pivots for day following 11-Feb-2011
Pivot	1 day	3 day
R1	89.81	89.90
PP	89.58	89.64
S1	89.36	89.39

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