NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 91.29 91.35 0.06 0.1% 92.35
High 91.52 93.23 1.71 1.9% 93.83
Low 90.39 90.94 0.55 0.6% 90.27
Close 91.18 92.31 1.13 1.2% 92.31
Range 1.13 2.29 1.16 102.7% 3.56
ATR 1.80 1.83 0.04 2.0% 0.00
Volume 121,195 165,823 44,628 36.8% 635,854
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 99.03 97.96 93.57
R3 96.74 95.67 92.94
R2 94.45 94.45 92.73
R1 93.38 93.38 92.52 93.92
PP 92.16 92.16 92.16 92.43
S1 91.09 91.09 92.10 91.63
S2 89.87 89.87 91.89
S3 87.58 88.80 91.68
S4 85.29 86.51 91.05
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 102.82 101.12 94.27
R3 99.26 97.56 93.29
R2 95.70 95.70 92.96
R1 94.00 94.00 92.64 93.07
PP 92.14 92.14 92.14 91.67
S1 90.44 90.44 91.98 89.51
S2 88.58 88.58 91.66
S3 85.02 86.88 91.33
S4 81.46 83.32 90.35
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% 1.87 2.0% 57% False False 127,170
10 94.64 90.27 4.37 4.7% 1.75 1.9% 47% False False 119,686
20 96.55 89.40 7.15 7.7% 1.93 2.1% 41% False False 106,783
40 96.55 89.40 7.15 7.7% 1.83 2.0% 41% False False 74,435
60 96.55 83.21 13.34 14.5% 1.73 1.9% 68% False False 55,023
80 96.55 82.22 14.33 15.5% 1.64 1.8% 70% False False 43,563
100 96.55 81.06 15.49 16.8% 1.58 1.7% 73% False False 36,132
120 96.55 78.63 17.92 19.4% 1.44 1.6% 76% False False 30,917
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 0.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.96
2.618 99.23
1.618 96.94
1.000 95.52
0.618 94.65
HIGH 93.23
0.618 92.36
0.500 92.09
0.382 91.81
LOW 90.94
0.618 89.52
1.000 88.65
1.618 87.23
2.618 84.94
4.250 81.21
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 92.24 92.12
PP 92.16 91.94
S1 92.09 91.75

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

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