NYMEX Light Sweet Crude Oil Future December 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	97.70	99.98	2.28	2.3%	98.39
High	103.31	102.75	-0.56	-0.5%	99.73
Low	97.70	99.32	1.62	1.7%	95.75
Close	99.74	101.98	2.24	2.2%	97.58
Range	5.61	3.43	-2.18	-38.9%	3.98
ATR	2.08	2.18	0.10	4.6%	0.00
Volume	55,422	105,899	50,477	91.1%	247,981

Daily Pivots for day following 23-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	111.64	110.24	103.87
R3	108.21	106.81	102.92
R2	104.78	104.78	102.61
R1	103.38	103.38	102.29	104.08
PP	101.35	101.35	101.35	101.70
S1	99.95	99.95	101.67	100.65
S2	97.92	97.92	101.35
S3	94.49	96.52	101.04
S4	91.06	93.09	100.09

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.63	107.58	99.77
R3	105.65	103.60	98.67
R2	101.67	101.67	98.31
R1	99.62	99.62	97.94	98.66
PP	97.69	97.69	97.69	97.20
S1	95.64	95.64	97.22	94.68
S2	93.71	93.71	96.85
S3	89.73	91.66	96.49
S4	85.75	87.68	95.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.31	95.75	7.56	7.4%	2.79	2.7%	82%	False	False	63,995
10	103.31	95.75	7.56	7.4%	2.23	2.2%	82%	False	False	57,491
20	103.31	93.64	9.67	9.5%	2.07	2.0%	86%	False	False	55,543

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117.33
2.618	111.73
1.618	108.30
1.000	106.18
0.618	104.87
HIGH	102.75
0.618	101.44
0.500	101.04
0.382	100.63
LOW	99.32
0.618	97.20
1.000	95.89
1.618	93.77
2.618	90.34
4.250	84.74

Fisher Pivots for day following 23-Feb-2011
Pivot	1 day	3 day
R1	101.67	101.20
PP	101.35	100.42
S1	101.04	99.64

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