NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 23-Feb-2011

Day Change Summary
	Previous	Current
	22-Feb-2011	23-Feb-2011	Change	Change %	Previous Week
Open	95.94	98.80	2.86	3.0%	96.44
High	101.49	102.53	1.04	1.0%	97.88
Low	95.94	98.36	2.42	2.5%	93.92
Close	98.66	101.51	2.85	2.9%	95.66
Range	5.55	4.17	-1.38	-24.9%	3.96
ATR	1.86	2.02	0.17	8.9%	0.00
Volume	18,892	35,368	16,476	87.2%	79,358

Daily Pivots for day following 23-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.31	111.58	103.80
R3	109.14	107.41	102.66
R2	104.97	104.97	102.27
R1	103.24	103.24	101.89	104.11
PP	100.80	100.80	100.80	101.23
S1	99.07	99.07	101.13	99.94
S2	96.63	96.63	100.75
S3	92.46	94.90	100.36
S4	88.29	90.73	99.22

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.70	105.64	97.84
R3	103.74	101.68	96.75
R2	99.78	99.78	96.39
R1	97.72	97.72	96.02	96.77
PP	95.82	95.82	95.82	95.35
S1	93.76	93.76	95.30	92.81
S2	91.86	91.86	94.93
S3	87.90	89.80	94.57
S4	83.94	85.84	93.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.53	93.92	8.61	8.5%	2.88	2.8%	88%	True	False	21,273
10	102.53	93.92	8.61	8.5%	2.19	2.2%	88%	True	False	18,149
20	102.53	92.09	10.44	10.3%	1.94	1.9%	90%	True	False	17,718
40	102.53	91.78	10.75	10.6%	1.68	1.7%	91%	True	False	12,947
60	102.53	86.20	16.33	16.1%	1.49	1.5%	94%	True	False	10,076

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.19
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120.25
2.618	113.45
1.618	109.28
1.000	106.70
0.618	105.11
HIGH	102.53
0.618	100.94
0.500	100.45
0.382	99.95
LOW	98.36
0.618	95.78
1.000	94.19
1.618	91.61
2.618	87.44
4.250	80.64

Fisher Pivots for day following 23-Feb-2011
Pivot	1 day	3 day
R1	101.16	100.46
PP	100.80	99.42
S1	100.45	98.37

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