NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 100.88 102.60 1.72 1.7% 97.70
High 103.19 103.51 0.32 0.3% 105.00
Low 100.54 101.03 0.49 0.5% 97.70
Close 101.97 101.47 -0.50 -0.5% 101.97
Range 2.65 2.48 -0.17 -6.4% 7.30
ATR 2.43 2.44 0.00 0.1% 0.00
Volume 104,820 60,414 -44,406 -42.4% 406,226
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 109.44 107.94 102.83
R3 106.96 105.46 102.15
R2 104.48 104.48 101.92
R1 102.98 102.98 101.70 102.49
PP 102.00 102.00 102.00 101.76
S1 100.50 100.50 101.24 100.01
S2 99.52 99.52 101.02
S3 97.04 98.02 100.79
S4 94.56 95.54 100.11
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 123.46 120.01 105.99
R3 116.16 112.71 103.98
R2 108.86 108.86 103.31
R1 105.41 105.41 102.64 107.14
PP 101.56 101.56 101.56 102.42
S1 98.11 98.11 101.30 99.84
S2 94.26 94.26 100.63
S3 86.96 90.81 99.96
S4 79.66 83.51 97.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.00 97.70 7.30 7.2% 3.93 3.9% 52% False False 93,328
10 105.00 95.75 9.25 9.1% 2.92 2.9% 62% False False 71,462
20 105.00 95.75 9.25 9.1% 2.29 2.3% 62% False False 63,442
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.64
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 114.05
2.618 110.00
1.618 107.52
1.000 105.99
0.618 105.04
HIGH 103.51
0.618 102.56
0.500 102.27
0.382 101.98
LOW 101.03
0.618 99.50
1.000 98.55
1.618 97.02
2.618 94.54
4.250 90.49
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 102.27 102.26
PP 102.00 102.00
S1 101.74 101.73

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

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