NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 101.61 99.92 -1.69 -1.7% 102.98
High 101.85 101.75 -0.10 -0.1% 104.37
Low 98.96 99.88 0.92 0.9% 100.69
Close 100.10 101.83 1.73 1.7% 102.07
Range 2.89 1.87 -1.02 -35.3% 3.68
ATR 2.33 2.30 -0.03 -1.4% 0.00
Volume 8,273 4,802 -3,471 -42.0% 33,413
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 106.76 106.17 102.86
R3 104.89 104.30 102.34
R2 103.02 103.02 102.17
R1 102.43 102.43 102.00 102.73
PP 101.15 101.15 101.15 101.30
S1 100.56 100.56 101.66 100.86
S2 99.28 99.28 101.49
S3 97.41 98.69 101.32
S4 95.54 96.82 100.80
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 113.42 111.42 104.09
R3 109.74 107.74 103.08
R2 106.06 106.06 102.74
R1 104.06 104.06 102.41 103.22
PP 102.38 102.38 102.38 101.96
S1 100.38 100.38 101.73 99.54
S2 98.70 98.70 101.40
S3 95.02 96.70 101.06
S4 91.34 93.02 100.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.37 98.96 5.41 5.3% 2.30 2.3% 53% False False 7,669
10 105.31 98.96 6.35 6.2% 2.21 2.2% 45% False False 5,851
20 105.34 97.67 7.67 7.5% 2.08 2.0% 54% False False 4,298
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 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 109.70
2.618 106.65
1.618 104.78
1.000 103.62
0.618 102.91
HIGH 101.75
0.618 101.04
0.500 100.82
0.382 100.59
LOW 99.88
0.618 98.72
1.000 98.01
1.618 96.85
2.618 94.98
4.250 91.93
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 101.49 101.68
PP 101.15 101.52
S1 100.82 101.37

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

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