NYMEX Light Sweet Crude Oil Future May 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 91.07 91.29 0.22 0.2% 94.24
High 91.81 91.52 -0.29 -0.3% 94.64
Low 90.27 90.39 0.12 0.1% 91.63
Close 90.96 91.18 0.22 0.2% 92.35
Range 1.54 1.13 -0.41 -26.6% 3.01
ATR 1.85 1.80 -0.05 -2.8% 0.00
Volume 118,961 121,195 2,234 1.9% 561,006
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 94.42 93.93 91.80
R3 93.29 92.80 91.49
R2 92.16 92.16 91.39
R1 91.67 91.67 91.28 91.35
PP 91.03 91.03 91.03 90.87
S1 90.54 90.54 91.08 90.22
S2 89.90 89.90 90.97
S3 88.77 89.41 90.87
S4 87.64 88.28 90.56
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 101.90 100.14 94.01
R3 98.89 97.13 93.18
R2 95.88 95.88 92.90
R1 94.12 94.12 92.63 93.50
PP 92.87 92.87 92.87 92.56
S1 91.11 91.11 92.07 90.49
S2 89.86 89.86 91.80
S3 86.85 88.10 91.52
S4 83.84 85.09 90.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.83 90.27 3.56 3.9% 1.77 1.9% 26% False False 125,408
10 96.17 90.27 5.90 6.5% 1.80 2.0% 15% False False 109,425
20 96.55 89.40 7.15 7.8% 1.87 2.1% 25% False False 103,204
40 96.55 89.40 7.15 7.8% 1.79 2.0% 25% False False 70,674
60 96.55 82.22 14.33 15.7% 1.72 1.9% 63% False False 52,386
80 96.55 82.22 14.33 15.7% 1.62 1.8% 63% False False 41,578
100 96.55 80.80 15.75 17.3% 1.57 1.7% 66% False False 34,517
120 96.55 78.63 17.92 19.7% 1.42 1.6% 70% False False 29,575
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 96.32
2.618 94.48
1.618 93.35
1.000 92.65
0.618 92.22
HIGH 91.52
0.618 91.09
0.500 90.96
0.382 90.82
LOW 90.39
0.618 89.69
1.000 89.26
1.618 88.56
2.618 87.43
4.250 85.59
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 91.11 91.65
PP 91.03 91.49
S1 90.96 91.34

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

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