NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 14-Feb-2011

Day Change Summary
	Previous	Current
	11-Feb-2011	14-Feb-2011	Change	Change %	Previous Week
Open	97.17	96.44	-0.73	-0.8%	97.34
High	97.17	97.88	0.71	0.7%	97.54
Low	95.88	96.16	0.28	0.3%	95.35
Close	96.05	96.41	0.36	0.4%	96.05
Range	1.29	1.72	0.43	33.3%	2.19
ATR	1.44	1.47	0.03	1.9%	0.00
Volume	15,315	14,258	-1,057	-6.9%	75,948

Daily Pivots for day following 14-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.98	100.91	97.36
R3	100.26	99.19	96.88
R2	98.54	98.54	96.73
R1	97.47	97.47	96.57	97.15
PP	96.82	96.82	96.82	96.65
S1	95.75	95.75	96.25	95.43
S2	95.10	95.10	96.09
S3	93.38	94.03	95.94
S4	91.66	92.31	95.46

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.88	101.66	97.25
R3	100.69	99.47	96.65
R2	98.50	98.50	96.45
R1	97.28	97.28	96.25	96.80
PP	96.31	96.31	96.31	96.07
S1	95.09	95.09	95.85	94.61
S2	94.12	94.12	95.65
S3	91.93	92.90	95.45
S4	89.74	90.71	94.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.88	95.35	2.53	2.6%	1.36	1.4%	42%	True	False	14,752
10	99.15	95.35	3.80	3.9%	1.35	1.4%	28%	False	False	15,539
20	99.15	91.88	7.27	7.5%	1.47	1.5%	62%	False	False	14,725
40	99.15	90.58	8.57	8.9%	1.39	1.4%	68%	False	False	10,559
60	99.15	83.43	15.72	16.3%	1.31	1.4%	83%	False	False	8,347

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.28
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	105.19
2.618	102.38
1.618	100.66
1.000	99.60
0.618	98.94
HIGH	97.88
0.618	97.22
0.500	97.02
0.382	96.82
LOW	96.16
0.618	95.10
1.000	94.44
1.618	93.38
2.618	91.66
4.250	88.85

Fisher Pivots for day following 14-Feb-2011
Pivot	1 day	3 day
R1	97.02	96.88
PP	96.82	96.72
S1	96.61	96.57

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