NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 97.90 97.66 -0.24 -0.2% 101.61
High 97.95 97.66 -0.29 -0.3% 101.98
Low 96.86 94.68 -2.18 -2.3% 94.68
Close 97.46 95.63 -1.83 -1.9% 95.63
Range 1.09 2.98 1.89 173.4% 7.30
ATR 2.37 2.41 0.04 1.8% 0.00
Volume 5,477 2,710 -2,767 -50.5% 30,823
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 104.93 103.26 97.27
R3 101.95 100.28 96.45
R2 98.97 98.97 96.18
R1 97.30 97.30 95.90 96.65
PP 95.99 95.99 95.99 95.66
S1 94.32 94.32 95.36 93.67
S2 93.01 93.01 95.08
S3 90.03 91.34 94.81
S4 87.05 88.36 93.99
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 119.33 114.78 99.65
R3 112.03 107.48 97.64
R2 104.73 104.73 96.97
R1 100.18 100.18 96.30 98.81
PP 97.43 97.43 97.43 96.74
S1 92.88 92.88 94.96 91.51
S2 90.13 90.13 94.29
S3 82.83 85.58 93.62
S4 75.53 78.28 91.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.98 94.68 7.30 7.6% 2.71 2.8% 13% False True 6,164
10 104.37 94.68 9.69 10.1% 2.38 2.5% 10% False True 6,423
20 105.34 94.68 10.66 11.1% 2.26 2.4% 9% False True 4,837
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.33
2.618 105.46
1.618 102.48
1.000 100.64
0.618 99.50
HIGH 97.66
0.618 96.52
0.500 96.17
0.382 95.82
LOW 94.68
0.618 92.84
1.000 91.70
1.618 89.86
2.618 86.88
4.250 82.02
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 96.17 98.33
PP 95.99 97.43
S1 95.81 96.53

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

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