NYMEX Light Sweet Crude Oil Future June 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 95.23 95.10 -0.13 -0.1% 95.61
High 95.50 95.32 -0.18 -0.2% 96.04
Low 94.19 93.81 -0.38 -0.4% 93.26
Close 94.68 94.14 -0.54 -0.6% 94.14
Range 1.31 1.51 0.20 15.3% 2.78
ATR 1.75 1.73 -0.02 -1.0% 0.00
Volume 101,255 110,447 9,192 9.1% 405,308
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 98.95 98.06 94.97
R3 97.44 96.55 94.56
R2 95.93 95.93 94.42
R1 95.04 95.04 94.28 94.73
PP 94.42 94.42 94.42 94.27
S1 93.53 93.53 94.00 93.22
S2 92.91 92.91 93.86
S3 91.40 92.02 93.72
S4 89.89 90.51 93.31
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 102.82 101.26 95.67
R3 100.04 98.48 94.90
R2 97.26 97.26 94.65
R1 95.70 95.70 94.39 95.09
PP 94.48 94.48 94.48 94.18
S1 92.92 92.92 93.89 92.31
S2 91.70 91.70 93.63
S3 88.92 90.14 93.38
S4 86.14 87.36 92.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.04 93.26 2.78 3.0% 1.50 1.6% 32% False False 81,061
10 97.68 93.26 4.42 4.7% 1.71 1.8% 20% False False 86,584
20 97.68 90.50 7.18 7.6% 1.75 1.9% 51% False False 78,282
40 97.68 90.04 7.64 8.1% 1.67 1.8% 54% False False 58,057
60 97.68 82.46 15.22 16.2% 1.72 1.8% 77% False False 48,927
80 97.68 82.46 15.22 16.2% 1.68 1.8% 77% False False 41,432
100 97.68 79.39 18.29 19.4% 1.71 1.8% 81% False False 37,525
120 97.68 75.70 21.98 23.3% 1.69 1.8% 84% False False 33,629
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 0.46
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.74
2.618 99.27
1.618 97.76
1.000 96.83
0.618 96.25
HIGH 95.32
0.618 94.74
0.500 94.57
0.382 94.39
LOW 93.81
0.618 92.88
1.000 92.30
1.618 91.37
2.618 89.86
4.250 87.39
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 94.57 94.66
PP 94.42 94.48
S1 94.28 94.31

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

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