NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 86.93 87.70 0.77 0.9% 89.06
High 87.90 87.77 -0.13 -0.1% 89.54
Low 85.96 85.10 -0.86 -1.0% 85.10
Close 86.73 85.58 -1.15 -1.3% 85.58
Range 1.94 2.67 0.73 37.6% 4.44
ATR 2.20 2.23 0.03 1.5% 0.00
Volume 374,340 326,739 -47,601 -12.7% 1,673,656
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 94.16 92.54 87.05
R3 91.49 89.87 86.31
R2 88.82 88.82 86.07
R1 87.20 87.20 85.82 86.68
PP 86.15 86.15 86.15 85.89
S1 84.53 84.53 85.34 84.01
S2 83.48 83.48 85.09
S3 80.81 81.86 84.85
S4 78.14 79.19 84.11
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 100.06 97.26 88.02
R3 95.62 92.82 86.80
R2 91.18 91.18 86.39
R1 88.38 88.38 85.99 87.56
PP 86.74 86.74 86.74 86.33
S1 83.94 83.94 85.17 83.12
S2 82.30 82.30 84.77
S3 77.86 79.50 84.36
S4 73.42 75.06 83.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.54 85.10 4.44 5.2% 2.16 2.5% 11% False True 334,731
10 92.84 85.10 7.74 9.0% 2.42 2.8% 6% False True 336,871
20 93.02 85.10 7.92 9.3% 2.28 2.7% 6% False True 336,793
40 93.46 85.10 8.36 9.8% 2.01 2.4% 6% False True 225,978
60 93.46 81.41 12.05 14.1% 2.01 2.3% 35% False False 167,385
80 93.46 81.41 12.05 14.1% 1.93 2.3% 35% False False 131,988
100 93.46 78.05 15.41 18.0% 1.92 2.2% 49% False False 109,564
120 93.46 74.29 19.17 22.4% 1.87 2.2% 59% False False 93,483
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 0.70
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.12
2.618 94.76
1.618 92.09
1.000 90.44
0.618 89.42
HIGH 87.77
0.618 86.75
0.500 86.44
0.382 86.12
LOW 85.10
0.618 83.45
1.000 82.43
1.618 80.78
2.618 78.11
4.250 73.75
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 86.44 86.53
PP 86.15 86.21
S1 85.87 85.90

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

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