NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 23-Jun-2011

Day Change Summary
	Previous	Current
	22-Jun-2011	23-Jun-2011	Change	Change %	Previous Week
Open	95.95	96.68	0.73	0.8%	101.61
High	97.82	96.68	-1.14	-1.2%	101.98
Low	95.83	93.31	-2.52	-2.6%	94.68
Close	97.82	93.87	-3.95	-4.0%	95.63
Range	1.99	3.37	1.38	69.3%	7.30
ATR	2.25	2.41	0.16	7.2%	0.00
Volume	3,264	3,439	175	5.4%	30,823

Daily Pivots for day following 23-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.73	102.67	95.72
R3	101.36	99.30	94.80
R2	97.99	97.99	94.49
R1	95.93	95.93	94.18	95.28
PP	94.62	94.62	94.62	94.29
S1	92.56	92.56	93.56	91.91
S2	91.25	91.25	93.25
S3	87.88	89.19	92.94
S4	84.51	85.82	92.02

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	97.82	93.31	4.51	4.8%	2.20	2.3%	12%	False	True	3,251
10	103.78	93.31	10.47	11.2%	2.38	2.5%	5%	False	True	5,185
20	105.34	93.31	12.03	12.8%	2.20	2.3%	5%	False	True	4,964

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	111.00
2.618	105.50
1.618	102.13
1.000	100.05
0.618	98.76
HIGH	96.68
0.618	95.39
0.500	95.00
0.382	94.60
LOW	93.31
0.618	91.23
1.000	89.94
1.618	87.86
2.618	84.49
4.250	78.99

Fisher Pivots for day following 23-Jun-2011
Pivot	1 day	3 day
R1	95.00	95.57
PP	94.62	95.00
S1	94.25	94.44

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