NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 15-Jun-2011

Day Change Summary
	Previous	Current
	14-Jun-2011	15-Jun-2011	Change	Change %	Previous Week
Open	99.92	101.15	1.23	1.2%	102.98
High	101.75	101.98	0.23	0.2%	104.37
Low	99.88	97.28	-2.60	-2.6%	100.69
Close	101.83	97.32	-4.51	-4.4%	102.07
Range	1.87	4.70	2.83	151.3%	3.68
ATR	2.30	2.47	0.17	7.5%	0.00
Volume	4,802	9,561	4,759	99.1%	33,413

Daily Pivots for day following 15-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	112.96	109.84	99.91
R3	108.26	105.14	98.61
R2	103.56	103.56	98.18
R1	100.44	100.44	97.75	99.65
PP	98.86	98.86	98.86	98.47
S1	95.74	95.74	96.89	94.95
S2	94.16	94.16	96.46
S3	89.46	91.04	96.03
S4	84.76	86.34	94.74

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	97.28	7.09	7.3%	2.59	2.7%	1%	False	True	8,307
10	104.37	97.28	7.09	7.3%	2.38	2.4%	1%	False	True	6,539
20	105.34	97.28	8.06	8.3%	2.26	2.3%	0%	False	True	4,689

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	121.96
2.618	114.28
1.618	109.58
1.000	106.68
0.618	104.88
HIGH	101.98
0.618	100.18
0.500	99.63
0.382	99.08
LOW	97.28
0.618	94.38
1.000	92.58
1.618	89.68
2.618	84.98
4.250	77.31

Fisher Pivots for day following 15-Jun-2011
Pivot	1 day	3 day
R1	99.63	99.63
PP	98.86	98.86
S1	98.09	98.09

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